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Estimation theory
54
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33
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19
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Fiorentini, Gabriele
189
Sentana, Enrique
139
Calzolari, Giorgio
50
Amengual, Dante
26
Galesi, Alessandro
22
Fiorentini, G.
19
Almuzara, Martín
10
Planas, Christophe
10
Shephard, Neil
8
Calzolari, G.
7
Pérez-Quirós, Gabriel
7
Di Iorio, Francesca
6
Shephard, Neil G.
6
Panattoni, Lorenzo
5
Rubio, Gonzalo
5
Almuzara, Martin
4
Rossi, Alessandro
4
Bruni, M. Lippi
3
Sentana, E.
3
Iorio, Francesca Di
2
Iváñez, Enrique Sentana
2
Leon, Angel
2
Maravall Herrero, Agustín
2
Maravall, A.
2
Moneta, Alessio
2
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2
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2
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1
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Centro de Estudios Monetarios y Financieros (CEMFI)
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Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna
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CEMFI working paper
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9
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7
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5
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5
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5
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5
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5
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4
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4
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4
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4
Journal of Business & Economic Statistics
4
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4
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4
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3
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3
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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ECONIS (ZBW)
108
RePEc
65
OLC EcoSci
16
BASE
9
EconStor
9
Other ZBW resources
2
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11
Non-admissibility and the specification of unobserved components models
Fiorentini, Gabriele
;
Planas, Christophe
-
1998
-
1. ed
Persistent link: https://www.econbiz.de/10000985963
Saved in:
12
A Tobit model with GARCH errors
Calzolari, Giorgio
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001237556
Saved in:
13
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
Saved in:
14
Analytic derivatives and the computation of GARCH estimates
Fiorentini, Gabriele
- In:
Journal of applied econometrics
11
(
1996
)
4
,
pp. 399-417
Persistent link: https://www.econbiz.de/10001202516
Saved in:
15
Alternative covariance estimators of the standard Tobit model
Calzolari, Giorgio
- In:
Economics letters
42
(
1993
)
1
,
pp. 5-13
Persistent link: https://www.econbiz.de/10001149240
Saved in:
16
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
17
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
Saved in:
18
A Tobit model with GARCH errors
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000960186
Saved in:
19
The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2000
Persistent link: https://www.econbiz.de/10001525130
Saved in:
20
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:
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