FIORENTINI, GABRIELE

FIORENTINI, GABRIELE  

Statistica, Informatica, Applicazioni 'G. Parenti' (DiSIA)  

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Titolo Data di pubblicazione Autore(i) File
"Overcoming Non-Admissibility in ARIMA model based Signal Extraction" 2001 G. FIORENTINI; C. PLANAS
A spectral EM algorithm for dynamic factor models 2018 Gabriele, Fiorentini; Alessandro, Galesi; Enrique, Sentana
A spectral EM algorithm for dynamic factor models, Centre for Economic Policy Research DP10417, ISSN: 0265-8003 2015 Gabriele Fiorentini; Alessandro Galei; Enrique Sentana
A Tobit Model with GARCH Errors 1998 G. CALZOLARI; FIORENTINI G
Aggregate Output Measurements: A Common Trend Approach 2023 Almuzara, Martín; Fiorentini, Gabriele; Sentana, Enrique
Alternative Covariance Estimators of the Standard Tobit Model 1993 G. CALZOLARI; G. FIORENTINI
Analytic Derivatives and the Computation of GARCH Estimates 1996 G. FIORENTINI; G. CALZOLARI; L. PANATTONI
Bayesian Analysis of Output Gap 2008 C. PLANAS; A. ROSSI A; G. FIORENTINI
Comment on "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods" 2014 Fiorentini, Gabriele; Sentana, Enrique
Consistent non-Gaussian pseudo maximum likelihood estimators 2019 Fiorentini G.; Sentana E.
Consistent non-Gaussian pseudo maximum likelihood estimators, Centre for Economic Policy Research DP 12682, ISSN: 0265-8003 2018 Gabriele Fiorentini; Enrique Sentana
Constrained Indirect Estimation 2004 G. CALZOLARI; G. FIORENTINI; E. SENTANA
Constrained indirect inference estimation. 2001 G. CALZOLARI; G. FIORENTINI; E. SENTANA
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 1998 G. CALZOLARI; F. DI IORIO ; G. FIORENTINI
Discrete mixtures of normals pseuda maximum likelihood estimators of structural vector autoregressions 2023 Gabriele Fiorentini, Enrique Sentana
Dynamic specification tests for dynamic factor models 2019 Fiorentini, Gabriele; Sentana, Enrique
Dynamic specification tests for static factor models 2012 Gabriele Fiorentini; Enrique Sentana
Efficient MCMC sampling in dynamic mixture models 2014 Gabriele Fiorentini, Christophe Planas, Alessandro Rossi
Estimating Variances and Covariances in a Censored Regression Model 1993 G. CALZOLARI; G. FIORENTINI
Efficient MCMC sampling in dynamic mixture models 2012 Gabriele Fiorentini; Christophe Planas; Alessandro Rossi