FIORENTINI, GABRIELE
 Distribuzione geografica
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Continente #
NA - Nord America 4.412
EU - Europa 2.751
AS - Asia 1.321
SA - Sud America 214
OC - Oceania 37
AF - Africa 34
Continente sconosciuto - Info sul continente non disponibili 3
Totale 8.772
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Nazione #
US - Stati Uniti d'America 4.386
PL - Polonia 899
RU - Federazione Russa 807
SG - Singapore 372
IT - Italia 305
CN - Cina 284
HK - Hong Kong 229
IE - Irlanda 192
BR - Brasile 174
KR - Corea 163
UA - Ucraina 139
SE - Svezia 124
DE - Germania 93
VN - Vietnam 76
IN - India 59
JO - Giordania 59
FI - Finlandia 52
GB - Regno Unito 44
AU - Australia 37
CH - Svizzera 32
NL - Olanda 23
AR - Argentina 21
ID - Indonesia 20
CA - Canada 17
BD - Bangladesh 14
ES - Italia 13
IQ - Iraq 12
JP - Giappone 10
CI - Costa d'Avorio 9
FR - Francia 8
BE - Belgio 6
ZA - Sudafrica 6
EC - Ecuador 5
MA - Marocco 5
MX - Messico 5
SC - Seychelles 5
TR - Turchia 5
CL - Cile 4
AZ - Azerbaigian 3
BJ - Benin 3
CO - Colombia 3
EG - Egitto 3
EU - Europa 3
KZ - Kazakistan 3
RO - Romania 3
UY - Uruguay 3
UZ - Uzbekistan 3
AE - Emirati Arabi Uniti 2
JM - Giamaica 2
LT - Lituania 2
PT - Portogallo 2
RS - Serbia 2
SA - Arabia Saudita 2
VE - Venezuela 2
AT - Austria 1
BB - Barbados 1
BG - Bulgaria 1
BO - Bolivia 1
DK - Danimarca 1
EE - Estonia 1
HR - Croazia 1
IL - Israele 1
KE - Kenya 1
KG - Kirghizistan 1
NG - Nigeria 1
NP - Nepal 1
PK - Pakistan 1
PS - Palestinian Territory 1
PY - Paraguay 1
TT - Trinidad e Tobago 1
ZW - Zimbabwe 1
Totale 8.772
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Città #
Santa Clara 1.789
Warsaw 899
Fairfield 315
Singapore 228
Ashburn 217
Dublin 189
Chandler 180
Jacksonville 179
Hong Kong 176
Seoul 160
Woodbridge 142
Cambridge 129
Seattle 127
Wilmington 126
Hefei 123
Houston 113
Florence 91
Ann Arbor 68
Princeton 66
Altamura 49
Lawrence 48
Dallas 47
Mumbai 44
Los Angeles 43
Cagliari 36
Melbourne 36
Boston 35
Bern 32
Buffalo 31
Medford 30
Moscow 30
San Jose 27
Beijing 21
Boardman 21
San Diego 21
Dong Ket 20
Council Bluffs 19
Ho Chi Minh City 19
New York 19
Amsterdam 16
Clifton 16
Kent 16
The Dalles 16
Dearborn 15
Frankfurt Am Main 15
Hanoi 14
Shanghai 14
São Paulo 14
Milan 13
Jakarta 12
Andover 11
Rome 11
Toronto 11
Redondo Beach 10
Tokyo 10
Abidjan 9
Norwalk 9
Rio de Janeiro 9
Auburn Hills 7
Barcelona 7
Brasília 6
Brussels 6
Verona 6
Buenos Aires 5
Caçapava 5
Falls Church 5
Phoenix 5
Saint Petersburg 5
Curitiba 4
Dhaka 4
Gravataí 4
Hillsboro 4
Lappeenranta 4
London 4
Salt Lake City 4
Valdisotto 4
West Jordan 4
Aracaju 3
Baghdad 3
Baku 3
Bengaluru 3
Bochum 3
Bắc Ninh 3
Casablanca 3
Catania 3
Cotonou 3
Denver 3
Falkenstein 3
Fuzhou 3
Guangzhou 3
Helsinki 3
Johannesburg 3
Lucca 3
Padova 3
Palermo 3
Redmond 3
Shenzhen 3
Tallahassee 3
Tashkent 3
Timisoara 3
Totale 6.348
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Nome #
Neglected serial correlation tests in UCARIMA models 288
Skewness and kurtosis of multivariate Markov-switching processes 282
Introduction to the special issue in honor of Agustín Maravall 275
Marginal distribution of Markov-switching VAR processes* 256
Dynamic specification tests for dynamic factor models 203
Analytic Derivatives and the Computation of GARCH Estimates 189
Consistent non-Gaussian pseudo maximum likelihood estimators, Centre for Economic Policy Research DP 12682, ISSN: 0265-8003 186
Alternative Covariance Estimators of the Standard Tobit Model 184
A spectral EM algorithm for dynamic factor models, Centre for Economic Policy Research DP10417, ISSN: 0265-8003 179
The Rise and Fall of the Natural Interest Rate 174
Specification tests for non-Gaussian maximum likelihood estimators, Centre for Economic Policy Research DP12934, ISSN: 0265-8003 173
Bayesian Analysis of Output Gap 171
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 164
"Overcoming Non-Admissibility in ARIMA model based Signal Extraction" 164
Efficient MCMC sampling in dynamic mixture models 161
New testing approaches for mean-variance predictability, Centre for Economic Policy Research DP 13426, ISSN: 0265-8003 157
A spectral EM algorithm for dynamic factor models 156
Constrained Indirect Estimation 148
A Tobit Model with GARCH Errors 146
Sequential estimation of shape parameters in multivariate dynamic models 145
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 144
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 138
Efficient MCMC sampling in dynamic mixture models 138
Consistent non-Gaussian pseudo maximum likelihood estimators 138
Fast ML estimation of dynamic bifactor models: An application to European inflation 137
New testing approaches for mean variance predictability 137
Indirect Inference and Variance Reduction using Control Variates 135
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 135
Estimating Variances and Covariances in a Censored Regression Model 133
Comment on "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods" 133
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 132
The marginal likelihood of dynamic mixture models 128
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 125
Aggregate Output Measurements: A Common Trend Approach 123
New testing approaches for mean–variance predictability 122
Constrained indirect inference estimation. 121
Fast indirect estimation of latent factor models with conditional heteroskedasticity 120
“Conditional Means of Time Series Processes and Time Series Processes for Conditional Means. ” 119
From Autocovariances to Moving Average: An Algorithm Comparison 118
GDP solera: the ideal vintage mix 115
Likelihood-based Estimation of Latent Generalized ARCH Structure 115
Sequential estimation of shape parameters in multivariate dynamic models 115
Tests for serial dependence in static, nongaussian factor models 115
Latent factor models with conditional heteroskedasticity: estimation and forecast 115
Discrete mixtures of normals pseuda maximum likelihood estimators of structural vector autoregressions 114
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 113
“Identification, estimation and testing of conditionally heteroskedastic factor models” 112
Specification tests for non-Gaussian maximum likelihood estimators, 111
PML versus minimum ?(2): the comeback 107
Specification tests for non-Gaussian structural vector autoregressions 106
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 106
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 104
Dynamic specification tests for static factor models 104
Tests for Random Coefficient Variation in Vector Autoregressive Models 101
Indirect Inference and Variance Reduction using Control Variates 101
Indirect Estimation of Just-Identified Models with Control Variates. 100
Indirect Estimation of Continuous Time Interest Rate Models 99
Multivariate Hermite polynomials and information matrix tests 98
“Estimation and Empirical Performance of Heston's Stochastic Volatility Model: The Case of a Thinly Traded Market” 94
La Estimacion Diaria de la Prima de Riesgo de la Volatilidad 94
Tests for serial depedence in static, non-Gaussian factor models 93
Moment tests of independent components 93
The marginal likelihood of Structural Time Series Models, with application to the US and the euro area NAIRU 91
Information matrix tests for multinomial logit models 52
Totale 8.845
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Categoria #
all - tutte 21.978
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 21.978
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021351 0 0 0 0 0 0 38 62 49 114 32 56
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
2025/20261.387 185 401 303 205 169 94 30 0 0 0 0 0
Totale 8.845