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Conditional Means of Time Series Processes and Time Series Processes for Conditional Means
Fiorentini, Gabriele; Sentana, Enrique - In: International economic review 39 (1998) 4, pp. 1101-1118
Persistent link: https://www.econbiz.de/10007348072
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Likelihood-Based Estimation of Latent Generalized ARCH Structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1481-1518
Persistent link: https://www.econbiz.de/10006755901
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On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - In: Economics letters 83 (2004) 3, pp. 307-312
Persistent link: https://www.econbiz.de/10006757217
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Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Enrique - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 532-546
Persistent link: https://www.econbiz.de/10008215213
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Constrained Indirect Estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - In: The review of economic studies 71 (2004) 249, pp. 945-974
Persistent link: https://www.econbiz.de/10007646286
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Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - In: Journal of econometrics 146 (2008) 1, pp. 10-25
Persistent link: https://www.econbiz.de/10008109087
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Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele - In: Journal of econometrics 146 (2008) 1, pp. 10-26
Persistent link: https://www.econbiz.de/10008881139
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - In: Journal of econometrics 102 (2001) 2, pp. 143-164
Persistent link: https://www.econbiz.de/10006774237
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Indirect inference and variance reduction using control variates
Calzolari, G.; Iorio, F.Di; Fiorentini, G. - In: Metron : international journal of statistics 59 (2001) 1-2, pp. 39-54
Persistent link: https://www.econbiz.de/10006563088
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Alternative covariance estimators of the standard Tobit model
Calzolari, G.; Fiorentini, G. - In: Economics letters 42 (1993) 1, pp. 5-14
Persistent link: https://www.econbiz.de/10006806987