FIORENTINI, GABRIELE
 Distribuzione geografica
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Continente #
NA - Nord America 3.157
EU - Europa 2.478
AS - Asia 373
AF - Africa 14
SA - Sud America 7
Continente sconosciuto - Info sul continente non disponibili 3
OC - Oceania 1
Totale 6.033
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Nazione #
US - Stati Uniti d'America 3.143
PL - Polonia 896
RU - Federazione Russa 604
IT - Italia 272
IE - Irlanda 191
UA - Ucraina 138
SE - Svezia 124
HK - Hong Kong 101
SG - Singapore 99
DE - Germania 84
JO - Giordania 58
FI - Finlandia 50
IN - India 44
CN - Cina 40
GB - Regno Unito 40
CH - Svizzera 32
VN - Vietnam 20
NL - Olanda 17
CA - Canada 14
ES - Italia 10
CI - Costa d'Avorio 9
FR - Francia 7
BE - Belgio 6
SC - Seychelles 5
IQ - Iraq 4
BR - Brasile 3
CL - Cile 3
EU - Europa 3
RO - Romania 3
ID - Indonesia 2
JP - Giappone 2
TR - Turchia 2
AU - Australia 1
BO - Bolivia 1
EE - Estonia 1
HR - Croazia 1
KR - Corea 1
LT - Lituania 1
PT - Portogallo 1
Totale 6.033
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Città #
Santa Clara 905
Warsaw 896
Fairfield 315
Dublin 188
Chandler 180
Jacksonville 178
Ashburn 155
Woodbridge 142
Cambridge 129
Wilmington 126
Seattle 122
Houston 113
Florence 86
Singapore 73
Ann Arbor 68
Princeton 66
Altamura 49
Hong Kong 48
Lawrence 48
Mumbai 44
Cagliari 36
Boston 34
Bern 32
Medford 30
Boardman 21
San Diego 21
Dong Ket 20
Moscow 16
Dearborn 15
Frankfurt Am Main 15
Amsterdam 13
New York 13
Shanghai 13
Andover 11
Milan 11
Toronto 10
Abidjan 9
Los Angeles 9
Norwalk 9
Auburn Hills 7
Barcelona 7
Beijing 6
Brussels 6
Falls Church 5
Phoenix 5
Rome 5
Saint Petersburg 5
Hillsboro 4
Valdisotto 4
Verona 4
West Jordan 4
Bochum 3
Fuzhou 3
Lappeenranta 3
Lucca 3
Padova 3
Redmond 3
São Paulo 3
Timisoara 3
Yubileyny 3
Berlin 2
Denton 2
Guangzhou 2
Göttingen 2
Hackensack 2
Helsinki 2
Leawood 2
London 2
Madrid 2
Malang 2
Old Bridge 2
Ottawa 2
Palermo 2
Pavia 2
Portland 2
Salerno 2
Santiago 2
Shenzhen 2
Tallahassee 2
Tokyo 2
Waterloo 2
Bagno A Ripoli 1
Bologna 1
Campi Bisenzio 1
Capannori 1
Chongqing 1
Coccaglio 1
Figline Valdarno 1
Frankfurt am Main 1
Genoa 1
Hounslow 1
Izmir 1
La Paz 1
Leganés 1
Lissone 1
Montemurlo 1
Naaldwijk 1
Prato 1
Prescot 1
Reston 1
Totale 4.419
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Nome #
Skewness and kurtosis of multivariate Markov-switching processes 246
Introduction to the special issue in honor of Agustín Maravall 239
Neglected serial correlation tests in UCARIMA models 236
Marginal distribution of Markov-switching VAR processes* 224
Dynamic specification tests for dynamic factor models 168
Consistent non-Gaussian pseudo maximum likelihood estimators, Centre for Economic Policy Research DP 12682, ISSN: 0265-8003 138
A spectral EM algorithm for dynamic factor models, Centre for Economic Policy Research DP10417, ISSN: 0265-8003 134
The Rise and Fall of the Natural Interest Rate 131
Bayesian Analysis of Output Gap 128
Analytic Derivatives and the Computation of GARCH Estimates 126
Specification tests for non-Gaussian maximum likelihood estimators, Centre for Economic Policy Research DP12934, ISSN: 0265-8003 126
Alternative Covariance Estimators of the Standard Tobit Model 125
"Overcoming Non-Admissibility in ARIMA model based Signal Extraction" 123
Efficient MCMC sampling in dynamic mixture models 123
New testing approaches for mean-variance predictability, Centre for Economic Policy Research DP 13426, ISSN: 0265-8003 120
A spectral EM algorithm for dynamic factor models 116
Control Variates for Variance Reduction in Indirect Inference: Interest Rate Models in Continuous Time 111
New testing approaches for mean variance predictability 110
Unobserved Components in ARCH Models: An Application to Seasonal Adjustment 109
Indirect estimation of large conditionally heteroskedastic factormodels, with an application to the Dow 30 stocks 107
On the Validity of the Jarque–Bera normality test in conditionally heteroskedastic dynamic regression models 106
Constrained Indirect Estimation 103
Sequential estimation of shape parameters in multivariate dynamic models 101
Efficient MCMC sampling in dynamic mixture models 101
Consistent non-Gaussian pseudo maximum likelihood estimators 101
Fast ML estimation of dynamic bifactor models: An application to European inflation 96
The marginal likelihood of dynamic mixture models 94
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 93
Indirect Inference and Variance Reduction using Control Variates 93
Estimating Variances and Covariances in a Censored Regression Model 90
Indirect Estimation of Large Conditionally Heteroskedastic FactorModels, with an Application to the Dow 30 Stocks 89
“Conditional Means of Time Series Processes and Time Series Processes for Conditional Means. ” 88
A Tobit Model with GARCH Errors 85
“Identification, estimation and testing of conditionally heteroskedastic factor models” 84
Comment on "Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods" 84
Tests for serial dependence in static, nongaussian factor models 81
Sequential estimation of shape parameters in multivariate dynamic models 79
From Autocovariances to Moving Average: An Algorithm Comparison 78
Constrained indirect inference estimation. 78
The score of conditionally heteroskedastic dynamic regression models with Student-t innovations, and an LM test for multivariate normality. 76
Fast indirect estimation of latent factor models with conditional heteroskedasticity 74
Likelihood-based Estimation of Latent Generalized ARCH Structure 73
Dynamic specification tests for static factor models 71
La Estimacion Diaria de la Prima de Riesgo de la Volatilidad 71
Latent factor models with conditional heteroskedasticity: estimation and forecast 70
Indirect Inference and Variance Reduction using Control Variates 68
“Estimation and Empirical Performance of Heston's Stochastic Volatility Model: The Case of a Thinly Traded Market” 68
Discrete mixtures of normals pseuda maximum likelihood estimators of structural vector autoregressions 68
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 67
Indirect Estimation of Continuous Time Interest Rate Models 66
Indirect Estimation of Just-Identified Models with Control Variates. 64
New testing approaches for mean–variance predictability 64
Indirect Inference Estimation of Conditionally Heteroskedastic Factor Models 62
The marginal likelihood of Structural Time Series Models, with application to the US and the euro area NAIRU 58
Tests for serial depedence in static, non-Gaussian factor models 54
Moment tests of independent components 53
Tests for Random Coefficient Variation in Vector Autoregressive Models 52
Multivariate Hermite polynomials and information matrix tests 51
Specification tests for non-Gaussian maximum likelihood estimators, 49
GDP solera: the ideal vintage mix 47
Aggregate Output Measurements: A Common Trend Approach 43
PML versus minimum ?(2): the comeback 39
Specification tests for non-Gaussian structural vector autoregressions 27
Totale 6.099
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Categoria #
all - tutte 15.314
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 15.314
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020690 0 0 0 0 110 122 97 128 81 45 88 19
2020/2021735 43 97 38 98 40 68 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
2024/20251.852 102 262 137 327 1.024 0 0 0 0 0 0 0
Totale 6.099