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Gabriele Fiorentini

Global rank #5063 94%

Institution: Università degli Studi di Firenze

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/unifi.it/gabrielefiorentini/

First Publication: 1993

Most Recent: 2025

RePEc ID: pfi82 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.18 1.01 0.00 7.71
Last 10 Years 0.00 4.86 2.01 0.00 12.07
All Time 0.67 7.21 2.01 0.00 20.28

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 12.29

Publications (16)

Year Article Journal Tier Authors
2025 Information matrix tests for multinomial logit models Economics Letters C 3
2024 Specification tests for non-Gaussian structural vector autoregressions Journal of Econometrics A 3
2024 GDP Solera: The Ideal Vintage Mix Journal of Business & Economic Statistics A 4
2023 Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions Journal of Econometrics A 2
2021 New testing approaches for mean–variance predictability Journal of Econometrics A 2
2021 Specification tests for non‐Gaussian maximum likelihood estimators Quantitative Economics B 2
2019 Consistent non-Gaussian pseudo maximum likelihood estimators Journal of Econometrics A 2
2019 Dynamic specification tests for dynamic factor models Journal of Applied Econometrics B 2
2018 A spectral EM algorithm for dynamic factor models Journal of Econometrics A 3
2014 Comment Journal of Business & Economic Statistics A 2
2013 Sequential estimation of shape parameters in multivariate dynamic models Journal of Econometrics A 3
2008 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks Journal of Econometrics A 3
2004 On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models Economics Letters C 3
2004 Constrained Indirect Estimation Review of Economic Studies S 3
2001 Identification, estimation and testing of conditionally heteroskedastic factor models Journal of Econometrics A 2
1993 Alternative covariance estimators of the standard Tobit model Economics Letters C 2