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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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Constrained indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10001599297
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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/10001580599
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A Tobit model with GARCH errors
Calzolari, Giorgio; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000960186
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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil G. - 2003
Persistent link: https://www.econbiz.de/10001786004
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Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele; Maravall Herrero, Agustín - 1994
Persistent link: https://www.econbiz.de/10000147942
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Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio; Fiorentini, Gabriele - 1994
Persistent link: https://www.econbiz.de/10000151461
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Likelihood-based estimation of latent generalised ARCH structures
Fiorentini, Gabriele (contributor);  … - 2003 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001739262
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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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Likelihood-based estimation of latent Generalised ARCH structures
Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil G. - 2002
Persistent link: https://www.econbiz.de/10001726581