Gabriele Fiorentini
2003–2004
A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Whom Gabriele Fiorentini trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- William B. White
- Russell Davidson
- Luc Bauwens
- Bob Savage
- James G. MacKinnon
- Sébastien-Yves Laurent
- J. R. Magnus
- Enrique Sentana
- Lutz Kilian
Who trusts Gabriele Fiorentini overall
- J. Mencía
- Enrique Sentana
- Nikolaos Antonakakis
- B. Pesaran
- Christian M. Hafner
- Dante Amengual
- George Filis
- D. Almeida
- M. Hernandez
- Marie-Claude Beaulieu
Papers from Gabriele Fiorentini's perspective
Ordered by how strongly the researchers Gabriele Fiorentini trusts endorse each paper. Same corpus, a different order for every researcher.
- A New Class of Multivariate Skew Densities, with Application to GARCH Models
- Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
- Matrix Differential Calculus with Applications in Statistics and Econometrics
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
- All in the Family
- Estimation and inference in econometrics
- Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
- A Simplex Method for Function Minimization
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- A Conditional Likelihood Ratio Test for Structural Models
Their papers
- Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations (2003) — 155 citations
- Constrained Indirect Estimation (2004) — 58 citations
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (2004) — 64 citations