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Universita di Firenze - Dipartimento di Statistica
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natural rate of interest, Kalman fi lter, observability, demographics.
natural rate of interest, Kalman filter, observability, demographics
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demographics, Kalman filter, Natural rate of interest, observability
Skewness, Kurtosis, ARCH, Moment Tests
Volatility, Likelihood estimation, APT, Simultaneous equations, Vector autoregressions
indirect inference, Kalman filter, sectoral employment, spectral maximum likelihood, Wiener-Kolmogorov filter
Indirect inference, Kalman filter, Sectoral employment, Spectral maximum likelihood, Wiener-Kolmogorov filter
Euro area, inflation convergence, spectral maximum likelihood, Wiener-Kolmogorov filter
euro area, inflation convergence, spectral maximum likelihood, Wiener-Kolmogorov filter
cointegration, GDP, GDI, overdifferencing, signal extraction
consistency, Finite normal mixtures, Pseudo maximum likelihood estimators, Structural models, Volatility indices
Financial forecasting, Misspecification, Moment tests, robustness, volatility
Durbin-Wu-Hausman Tests, Partial Adaptivity, Semiparametric Estimators, Singular Covariance Matrices
consistency, efficiency, Misspecification
Bayesian inference, Dynamic heteroskedasticity, Factor models, Makov chain Monte Carlo, Simulated EM algorithm, Volatility
Kurtosis, Inequality Constraints, ARCH, Financial Returns.
