E-LIB Suche - Ergebnisse für: FIORENTINI, Gabriele

1

Multivariate Hermite polynomials and information matrix tes..:

Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
Econometrics and Statistics. , 2024

Link: https://doi.org/10.1016/..

2

PML versus minimum $${\chi }^{2}$$: the comeback:

Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
SERIEs. 14 (2023) 3-4 - p. 253-300 , 2023

Link: https://doi.org/10.1007/..

3

Discrete mixtures of normals pseudo maximum likelihood esti..:

Fiorentini, Gabriele ; Sentana, Enrique
Journal of Econometrics. 235 (2023) 2 - p. 643-665 , 2023

Link: https://doi.org/10.1016/..

4

Moment tests of independent components:

Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
SERIEs. 13 (2021) 1-2 - p. 429-474 , 2021

Link: https://doi.org/10.1007/..

5

New testing approaches for mean–variance predictability:

Fiorentini, Gabriele ; Sentana, Enrique
Journal of Econometrics. 222 (2021) 1 - p. 516-538 , 2021

Link: https://doi.org/10.1016/..

6

Specification tests for non‐Gaussian maximum likelihood est..:

Fiorentini, Gabriele ; Sentana, Enrique
Quantitative Economics. 12 (2021) 3 - p. 683-742 , 2021

Link: https://doi.org/10.3982/..

7

Dynamic specification tests for dynamic factor models:

Fiorentini, Gabriele ; Sentana, Enrique
Journal of Applied Econometrics. 34 (2019) 3 - p. 325-346 , 2019

Link: https://doi.org/10.1002/..

8

Consistent non-Gaussian pseudo maximum likelihood estimator:

Fiorentini, Gabriele ; Sentana, Enrique
Journal of Econometrics. 213 (2019) 2 - p. 321-358 , 2019

Link: https://doi.org/10.1016/..

9

A spectral EM algorithm for dynamic factor models:

Fiorentini, Gabriele ; Galesi, Alessandro ; Sentana, Enrique
Journal of Econometrics. 205 (2018) 1 - p. 249-279 , 2018

Link: https://doi.org/10.1016/..

10

Skewness and kurtosis of multivariate Markov-switching proc..:

Fiorentini, Gabriele ; Planas, Christophe ; Rossi, Alessandro
Computational Statistics & Data Analysis. 100 (2016) - p. 153-159 , 2016

Link: https://doi.org/10.1016/..

11

Introduction to the special issue in honor of Agustín Marav..:

Fiorentini, Gabriele ; Perez Quiros, Gabriel
SERIEs. 7 (2016) 1 - p. 1-9 , 2016

Link: https://doi.org/10.1007/..

12

Marginal distribution of Markov-switchingVARprocesses:

Fiorentini, Gabriele ; Planas, Christophe ; Rossi, Alessandro
Communications in Statistics - Theory and Methods. 46 (2016) 13 - p. 6605-6623 , 2016

Link: https://doi.org/10.1080/..

13

Fast ML Estimation of Dynamic Bifactor Models: An Applicati..:

, In: Dynamic Factor Models; Advances in Econometrics,

Fiorentini, Gabriele ; Galesi, Alessandro ; Sentana, Enrique - p. 215-282 , 2016

Link: https://doi.org/10.1108/..

14

Tests for serial dependence in static, non-Gaussian factor ..:

, In: Unobserved Components and Time Series Econometrics,

Fiorentini, Gabriele ; Sentana, Enrique - p. 118-189 , 2015

Link: https://doi.org/10.1093/..

15

Neglected serial correlation tests in UCARIMA models:

Fiorentini, Gabriele ; Sentana, Enrique
SERIEs. 7 (2015) 1 - p. 121-178 , 2015

Link: https://doi.org/10.1007/..