Skip to contents Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Perez-Quiros, Gabriel [Other]; Sentana, Enrique [Other] The Rise and Fall of the Natural Interest Rate Books View online Schließen > Access https://ssrn.com/abstract=3214487 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Banco de Espana Working Paper ; No. 1822 Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Pérez-Quirós, Gabriel [Other]; Sentana, Enrique [Other] The Rise and Fall of the Natural Interest Rate Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3210707 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: Banco de Espana Working Paper ; No. 1822 Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Sentana, Enrique [Other] A Spectral EM Algorithm for Dynamic Factor Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2845794 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Banco de Espana Working Paper ; No. 1619 Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Sentana, Enrique [Other] Fast ML Estimation of Dynamic Bifactor Models : An Application to European Inflation Books View online Schließen > Access https://ssrn.com/abstract=2663951 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Banco de Espana Working Paper ; No. 1525 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Specification tests for non-Gaussian maximum likelihood estimators Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Quantitative economics ; 12(2021), 3 vom: Juli, Seite 683-742 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Specification tests for non-Gaussian maximum likelihood estimators Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Haven, CT: The Econometric Society, 2021 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions Books View online Schließen > Access https://www.cemfi.es/ftp/wp/2023.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, October 2020 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2020,23 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Consistent non-Gaussian pseudo maximum likelihood estimators Books View online Schließen > Access http://www.cemfi.es/ftp/wp/1802.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid: CEMFI, Centro de estudios monetarios y financieros, January 2018 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 201802 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] New testing approaches for mean-variance predictability Books View online Schließen > Access https://www.cemfi.es/ftp/wp/1814.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, December 2018 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2018,14 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Specification tests for non-Gaussian maximum likelihood estimators Books View online Schließen > Access http://www.cemfi.es/ftp/wp/1804.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid: CEMFI, Centro de estudios monetarios y financieros, May 2018 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 201804 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Neglected serial correlation tests in UCARIMA models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2016 Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=56520 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 1998 Fiorentini, Gabriele [Author]; Perez-Quiros, Gabriel [Author] Introduction to the special issue in honor of Agustín Maravall Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2016 Sentana, Enrique [Author]; Calzolari, Giorgio [Author]; Fiorentini, Gabriele [Author] Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2008 Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] The information matrix test for Gaussian mixtures Books View online Schließen > Access https://www.cemfi.es/ftp/wp/2401.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, February 2024 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2024,1 Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] PML versus minimum x2 : the comeback Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s13209-023-00280-4.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: SERIEs ; 14(2023), 3/4 vom: Dez., Seite 253-300 Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] PML versus minimum x2: The comeback Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2023 Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Moment tests of independent components Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s13209-021-00247-3.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: SERIEs ; 13(2022), 1 vom: Mai, Seite 429-474 Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Moment tests of independent components Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2022 Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] PML vs minimum x2 : the comeback Books View online Schließen > Access https://www.cemfi.es/ftp/wp/2210.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, October Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2022,10
Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Perez-Quiros, Gabriel [Other]; Sentana, Enrique [Other] The Rise and Fall of the Natural Interest Rate Books View online Schließen > Access https://ssrn.com/abstract=3214487 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Banco de Espana Working Paper ; No. 1822
Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Pérez-Quirós, Gabriel [Other]; Sentana, Enrique [Other] The Rise and Fall of the Natural Interest Rate Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3210707 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Published in: Banco de Espana Working Paper ; No. 1822
Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Sentana, Enrique [Other] A Spectral EM Algorithm for Dynamic Factor Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2845794 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Banco de Espana Working Paper ; No. 1619
Fiorentini, Gabriele [Author] ; Galesi, Alessandro [Other]; Sentana, Enrique [Other] Fast ML Estimation of Dynamic Bifactor Models : An Application to European Inflation Books View online Schließen > Access https://ssrn.com/abstract=2663951 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Banco de Espana Working Paper ; No. 1525
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Specification tests for non-Gaussian maximum likelihood estimators Articles View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Quantitative economics ; 12(2021), 3 vom: Juli, Seite 683-742
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Specification tests for non-Gaussian maximum likelihood estimators Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New Haven, CT: The Econometric Society, 2021
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions Books View online Schließen > Access https://www.cemfi.es/ftp/wp/2023.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, October 2020 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2020,23
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Consistent non-Gaussian pseudo maximum likelihood estimators Books View online Schließen > Access http://www.cemfi.es/ftp/wp/1802.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid: CEMFI, Centro de estudios monetarios y financieros, January 2018 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 201802
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] New testing approaches for mean-variance predictability Books View online Schließen > Access https://www.cemfi.es/ftp/wp/1814.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, December 2018 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2018,14
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Specification tests for non-Gaussian maximum likelihood estimators Books View online Schließen > Access http://www.cemfi.es/ftp/wp/1804.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid: CEMFI, Centro de estudios monetarios y financieros, May 2018 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 201804
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Neglected serial correlation tests in UCARIMA models Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2016
Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=56520 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 1998
Fiorentini, Gabriele [Author]; Perez-Quiros, Gabriel [Author] Introduction to the special issue in honor of Agustín Maravall Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2016
Sentana, Enrique [Author]; Calzolari, Giorgio [Author]; Fiorentini, Gabriele [Author] Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks Books View online Schließen > Access Open Access Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2008
Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] The information matrix test for Gaussian mixtures Books View online Schließen > Access https://www.cemfi.es/ftp/wp/2401.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, February 2024 Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2024,1
Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] PML versus minimum x2 : the comeback Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s13209-023-00280-4.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: SERIEs ; 14(2023), 3/4 vom: Dez., Seite 253-300
> Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s13209-023-00280-4.pdf Show more show less
Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] PML versus minimum x2: The comeback Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2023
Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Moment tests of independent components Articles View online Schließen > Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s13209-021-00247-3.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: SERIEs ; 13(2022), 1 vom: Mai, Seite 429-474
> Access Full access (via DOI) https://link.springer.com/content/pdf/10.1007/s13209-021-00247-3.pdf Show more show less
Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] Moment tests of independent components Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2022
Amengual, Dante [Author]; Fiorentini, Gabriele [Author]; Sentana, Enrique [Author] PML vs minimum x2 : the comeback Books View online Schließen > Access https://www.cemfi.es/ftp/wp/2210.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid, Spain: Centro de estudios monetarios y financieros, October Published in: Centro de Estudios Monetarios y Financieros: CEMFI working paper ; 2022,10
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