FIORENTINI, GABRIELE
 Distribuzione geografica
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Continente #
NA - Nord America 4.823
EU - Europa 3.167
AS - Asia 1.710
SA - Sud America 232
Continente sconosciuto - Info sul continente non disponibili 77
AF - Africa 39
OC - Oceania 37
Totale 10.085
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Nazione #
US - Stati Uniti d'America 4.771
PL - Polonia 900
RU - Federazione Russa 808
IT - Italia 646
SG - Singapore 458
CN - Cina 390
HK - Hong Kong 237
VN - Vietnam 215
IE - Irlanda 192
BR - Brasile 185
KR - Corea 164
UA - Ucraina 140
SE - Svezia 124
DE - Germania 98
FR - Francia 63
IN - India 61
JO - Giordania 61
FI - Finlandia 56
GB - Regno Unito 50
CA - Canada 41
AU - Australia 37
CH - Svizzera 32
JP - Giappone 29
AR - Argentina 24
NL - Olanda 24
BD - Bangladesh 21
ID - Indonesia 20
ES - Italia 14
IQ - Iraq 13
CI - Costa d'Avorio 9
UZ - Uzbekistan 7
BE - Belgio 6
CL - Cile 6
ZA - Sudafrica 6
EC - Ecuador 5
MA - Marocco 5
MX - Messico 5
SC - Seychelles 5
TR - Turchia 5
CO - Colombia 4
EG - Egitto 4
PH - Filippine 4
AZ - Azerbaigian 3
BJ - Benin 3
EU - Europa 3
KZ - Kazakistan 3
MY - Malesia 3
NG - Nigeria 3
RO - Romania 3
SA - Arabia Saudita 3
UY - Uruguay 3
AE - Emirati Arabi Uniti 2
DZ - Algeria 2
JM - Giamaica 2
LT - Lituania 2
PK - Pakistan 2
PT - Portogallo 2
PY - Paraguay 2
RS - Serbia 2
TT - Trinidad e Tobago 2
TW - Taiwan 2
VE - Venezuela 2
AT - Austria 1
BB - Barbados 1
BG - Bulgaria 1
BH - Bahrain 1
BO - Bolivia 1
DK - Danimarca 1
EE - Estonia 1
HR - Croazia 1
IL - Israele 1
KE - Kenya 1
KG - Kirghizistan 1
LB - Libano 1
MN - Mongolia 1
NI - Nicaragua 1
NP - Nepal 1
PS - Palestinian Territory 1
XK - ???statistics.table.value.countryCode.XK??? 1
ZW - Zimbabwe 1
Totale 10.012
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Città #
Santa Clara 1.795
Warsaw 899
Ashburn 324
Fairfield 315
Singapore 308
Dublin 189
Jacksonville 181
Chandler 180
Hong Kong 180
Seoul 160
Woodbridge 142
Seattle 136
Cambridge 129
Wilmington 126
Hefei 123
Milan 119
Houston 115
San Jose 115
Florence 103
Ann Arbor 69
Princeton 66
Ho Chi Minh City 60
Los Angeles 60
Rome 57
Lauterbourg 55
Dallas 51
Hanoi 50
Altamura 49
Lawrence 48
Mumbai 45
The Dalles 37
Cagliari 36
Melbourne 36
Boston 35
Bern 32
Buffalo 32
Moscow 31
Medford 30
Tokyo 29
Beijing 27
New York 27
Boardman 21
Council Bluffs 21
San Diego 21
Dong Ket 20
Naples 19
Shanghai 17
Amsterdam 16
Clifton 16
Kent 16
Dearborn 15
Frankfurt Am Main 15
São Paulo 14
Jakarta 12
Andover 11
Toronto 11
Da Nang 10
Redondo Beach 10
Abidjan 9
Bologna 9
Norwalk 9
Rio de Janeiro 9
Haiphong 8
Palermo 8
Salt Lake City 8
Auburn Hills 7
Barcelona 7
Queens 7
Turin 7
Verona 7
Bari 6
Brasília 6
Brussels 6
Figino 6
Frankfurt am Main 6
Genoa 6
Guangzhou 6
Helsinki 6
Phoenix 6
Tashkent 6
Buenos Aires 5
Catania 5
Caçapava 5
Chicago 5
Falls Church 5
Lappeenranta 5
London 5
Saint Petersburg 5
Biên Hòa 4
Can Tho 4
Curitiba 4
Dhaka 4
Falkenstein 4
Gravataí 4
Hillsboro 4
Miano 4
Minneapolis 4
Ottawa 4
Tianjin 4
Valdisotto 4
Totale 7.109
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Nome #
Neglected serial correlation tests in UCARIMA models 309
Skewness and kurtosis of multivariate Markov-switching processes 305
Introduction to the special issue in honor of Agustín Maravall 288
Marginal distribution of Markov-switching VAR processes* 274
Dynamic specification tests for dynamic factor models 221
A spectral EM algorithm for dynamic factor models, Centre for Economic Policy Research DP10417, ISSN: 0265-8003 216
Specification tests for non-Gaussian maximum likelihood estimators, Centre for Economic Policy Research DP12934, ISSN: 0265-8003 212
Consistent non-Gaussian pseudo maximum likelihood estimators, Centre for Economic Policy Research DP 12682, ISSN: 0265-8003 211
Analytic Derivatives and the Computation of GARCH Estimates 208
Alternative Covariance Estimators of the Standard Tobit Model 204
The Rise and Fall of the Natural Interest Rate 200
Efficient MCMC sampling in dynamic mixture models 194
Bayesian Analysis of Output Gap 189
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 183
"Overcoming Non-Admissibility in ARIMA model based Signal Extraction" 181
A spectral EM algorithm for dynamic factor models 180
Constrained Indirect Estimation 178
A Tobit Model with GARCH Errors 173
New testing approaches for mean-variance predictability, Centre for Economic Policy Research DP 13426, ISSN: 0265-8003 172
Fast ML estimation of dynamic bifactor models: An application to European inflation 170
Discrete mixtures of normals pseuda maximum likelihood estimators of structural vector autoregressions 165
Sequential estimation of shape parameters in multivariate dynamic models 164
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 162
Consistent non-Gaussian pseudo maximum likelihood estimators 160
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 156
The marginal likelihood of dynamic mixture models 155
Estimating Variances and Covariances in a Censored Regression Model 152
Efficient MCMC sampling in dynamic mixture models 152
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 151
Indirect Inference and Variance Reduction using Control Variates 150
Constrained indirect inference estimation. 149
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 146
Aggregate Output Measurements: A Common Trend Approach 145
New testing approaches for mean variance predictability 145
Comment on "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods" 144
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 138
From Autocovariances to Moving Average: An Algorithm Comparison 136
Latent factor models with conditional heteroskedasticity: estimation and forecast 136
Fast indirect estimation of latent factor models with conditional heteroskedasticity 135
New testing approaches for mean–variance predictability 133
GDP solera: the ideal vintage mix 131
Likelihood-based Estimation of Latent Generalized ARCH Structure 131
“Identification, estimation and testing of conditionally heteroskedastic factor models” 130
“Conditional Means of Time Series Processes and Time Series Processes for Conditional Means. ” 130
Tests for serial dependence in static, nongaussian factor models 128
Specification tests for non-Gaussian maximum likelihood estimators, 128
Sequential estimation of shape parameters in multivariate dynamic models 126
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 125
Multivariate Hermite polynomials and information matrix tests 123
PML versus minimum ?(2): the comeback 121
Indirect Estimation of Continuous Time Interest Rate Models 121
Dynamic specification tests for static factor models 121
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 120
Specification tests for non-Gaussian structural vector autoregressions 119
Tests for Random Coefficient Variation in Vector Autoregressive Models 118
Moment tests of independent components 118
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 113
Indirect Estimation of Just-Identified Models with Control Variates. 112
La Estimacion Diaria de la Prima de Riesgo de la Volatilidad 111
Tests for serial depedence in static, non-Gaussian factor models 110
Indirect Inference and Variance Reduction using Control Variates 109
“Estimation and Empirical Performance of Heston's Stochastic Volatility Model: The Case of a Thinly Traded Market” 102
The marginal likelihood of Structural Time Series Models, with application to the US and the euro area NAIRU 101
Information matrix tests for multinomial logit models 95
Totale 10.085
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Categoria #
all - tutte 25.557
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 25.557
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/2022328 7 29 18 13 13 18 17 28 22 26 48 89
2022/2023915 118 127 23 53 64 181 94 42 138 10 22 43
2023/2024289 12 44 63 13 17 22 9 62 15 10 9 13
2024/20253.211 102 262 137 327 1.339 627 43 102 93 37 84 58
2025/20262.537 185 401 303 205 169 94 311 124 145 165 80 355
2026/202790 90 0 0 0 0 0 0 0 0 0 0 0
Totale 10.085