Browsing All of EconStor by Author Fiorentini, Gabriele
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2016 | Neglected serial correlation tests in UCARIMA models | Fiorentini, Gabriele; Sentana, Enrique |
2016 | Introduction to the special issue in honor of Agustín Maravall | Fiorentini, Gabriele; Perez-Quiros, Gabriel |
2021 | Specification tests for non-Gaussian maximum likelihood estimators | Fiorentini, Gabriele; Sentana, Enrique |
2021 | Aggregate output measurements: A common trend approach | Almuzara, Martín; Fiorentini, Gabriele; Sentana, Enrique |
2022 | Moment tests of independent components | Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique |
2022 | GDP solera: The ideal vintage mix | Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique |
2023 | PML versus minimum x2: The comeback | Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique |
2024 | Identification of one independent shock in structural VARs | Fiorentini, Gabriele; Moneta, Alessio; Papagni, Francesca |