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Inflation in an era of relative price shocks : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 17 - 18 August 2009
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ECONIS (ZBW)
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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/10010509651
Saved in:
2
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Dynamic factor models
,
(pp. 215-282)
.
2016
Persistent link: https://www.econbiz.de/10011448666
Saved in:
3
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
Saved in:
4
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/10011796062
Saved in:
5
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000952880
Saved in:
6
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000954651
Saved in:
7
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
8
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
9
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
Saved in:
10
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/10001580599
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