(CNN) Investigators have found no evidence that a missing 1-week-old was with his father when the man died this week of a self-inflicted gunshot wound, the Pasco County Sheriff's Office said Thursday.

Ernesto Caballeiro, 49, was found dead in a rural wooded area in Pasco County, Florida, on Wednesday -- a day after his newborn son, Andrew, went missing. Police have issued an Amber Alert.

After an "exhaustive search of the area," authorities have been unable to confirm Andrew was at the scene at the time of his father's death, the sheriff's office said Thursday on Twitter.

Authorities have been searching for the baby since Tuesday , when they were called to a Miami home and found three women shot dead. Andrew was missing and believed to be with his father.

Caballeiro left the Miami Dade County area about 4 1/2 hours before arriving at the spot where he killed himself, the sheriff's office said.

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