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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2014
Persistent link: https://www.econbiz.de/10011408285
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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10011408301
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The rise and fall of the natural interest rate
Fiorentini, Gabriele; Galesi, Alessandro; … - 2018
Persistent link: https://www.econbiz.de/10011879523
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Indirect estimation of conditionally heteroskedastic factor models
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - 2004
Persistent link: https://www.econbiz.de/10002506337
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Dynamic specification tests for static factor models
Fiorentini, Gabriele; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914397
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On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003572666
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Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele; Sentana, Enrique - 2013
Persistent link: https://www.econbiz.de/10010376711
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Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele; Sentana, Enrique - 2014
Persistent link: https://www.econbiz.de/10011408229
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On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2003
Persistent link: https://www.econbiz.de/10001747011
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Moment tests of independent components
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660817