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Publications by Gabriele Fiorentini

Dynamic Specification Tests for Dynamic Factor Models

Journal of Applied Econometrics

Social Sciences

English

Introduction to the Special Issue in Honor of Agustín Maravall

English

A Spectral EM Algorithm for Dynamic Factor Models

SSRN Electronic Journal

English

Unobserved Components in ARCH Models: An Application to Seasonal Adjustment

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

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