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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

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/10002049074

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

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

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

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

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

GDP solera : the ideal vintage mix

Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; … - 2022

We exploit the information in the successive vintages of gross domestic expenditure (GDE) and gross domestic income (GDI) from the current comprehensive revision to obtain an improved, timely measure of U.S. aggregate output by exploiting cointegration between the different measures and taking...

Persistent link: https://www.econbiz.de/10013336360

GDP solera : the ideal vintage mix

Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 984-997

Persistent link: https://www.econbiz.de/10015053515

Risk and return in the Spanish stock market : some evidence from individual assets

Sentana, Enrique - 1997

Persistent link: https://www.econbiz.de/10000955509