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G

Gabriele Fiorentini

RCEA

19H指数
100论文数
1.6K被引数
收录论文 11
发表时间
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The information matrix test for Gaussian mixtures高斯混合模型的信息矩阵检验
errJournal of Econometrics
IF4
err2026-04-08
err0
PREAI
errDante Amengual; Gabriele Fiorentini; Enrique Sentana
err分享
err收藏
Specification tests for non-Gaussian structural vector autoregressions☆非高斯结构向量自回归的规范测试 ☆
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err1
PREAI
errAmengual, Dante; Fiorentini, Gabriele
err分享
err收藏
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err7
errOAAI
errFiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
New testing approaches for mean-variance predictability
errJOURNAL OF ECONOMETRICS
IF4
err2021-05-01
err2
errOAAI
errFiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
Consistent non-Gaussian pseudo maximum likelihood estimators
errJOURNAL OF ECONOMETRICS
IF4
err2019-12-01
err8
PREAI
errFiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
A spectral EM algorithm for dynamic factor models
errJOURNAL OF ECONOMETRICS
IF4
err2018-07-01
err5
errOAAI
errFiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique
err分享
err收藏
Sequential estimation of shape parameters in multivariate dynamic models
errJOURNAL OF ECONOMETRICS
IF4
err2013-12-01
err7
errOAAI
errAmengual, Dante; Fiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
errJOURNAL OF ECONOMETRICS
IF4
err2008-09-01
err24
errOAAI
errSentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele
err分享
err收藏
Likelihood-based estimation of latent generalized arch structures潜在广义拱结构的似然估计
errECONOMETRICA
IF7.1
err2004-09-01
err52
PREAI
errFiorentini, G; Sentana, E; Shephard, N
err分享
err收藏
Identification, estimation and testing of conditionally heteroskedastic factor models
errJOURNAL OF ECONOMETRICS
IF4
err2001-06-01
err131
PREAI
errSentana, E; Fiorentini, G
err分享
err收藏
Unobserved components in ARCH models: An application to seasonal adjustment
errJOURNAL OF FORECASTING
IF2.7
err1996-04-01
err14
errOAAI
errFiorentini, G; Maravall, A
err分享
err收藏

研究方向

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合作学者
合作期刊
N
Neil Shephard
H 指数: 69 · 论文数: 272
E
Enrique Sentana
H 指数: 31 · 论文数: 194
A
Agustı́n Maravall
H 指数: 28 · 论文数: 157
G
Giorgio Calzolari
H 指数: 15 · 论文数: 166
A
Alessandro Galesi
H 指数: 11 · 论文数: 33
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