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Conditional means of time series processes and time series processes for conditional means

Fiorentini, Gabriele - In: International economic review 39 (1998) 4, pp. 1101-1118

Persistent link: https://www.econbiz.de/10001338784

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

A spectral EM algorithm for dynamic factor models

Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015

Persistent link: https://www.econbiz.de/10010495553

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