E-LIB Suche - Ergebnisse für: Sentana, Enrique

1

Finite underidentification:

Sentana, Enrique
Journal of Econometrics. 240 (2024) 1 - p. 105692 , 2024

Link: https://doi.org/10.1016/..

2

Multivariate Hermite polynomials and information matrix tes..:

Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
Econometrics and Statistics. , 2024

Link: https://doi.org/10.1016/..

3

Score-type tests for normal mixtures:

Amengual, Dante ; Bei, Xinyue ; Carrasco, Marine.
Journal of Econometrics. , 2024

Link: https://doi.org/10.1016/..

4

Highly irregular serial correlation tests:

Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique
Econometrics and Statistics. , 2024

Link: https://doi.org/10.1016/..

5

GDP Solera: The Ideal Vintage Mix:

Martín Almuzara ; Dante Amengual ; Gabriele Fiorentini.
doi:10.6084/m9.figshare.25047735.v1. , 2024

Link: https://doi.org/10.6084/..

6

GDP Solera: The Ideal Vintage Mix:

Martín Almuzara ; Dante Amengual ; Gabriele Fiorentini.
doi:10.6084/m9.figshare.25047735.v1. , 2024

Link: https://doi.org/10.6084/..

7

PML versus minimum $${\chi }^{2}$$: the comeback:

Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
SERIEs. 14 (2023) 3-4 - p. 253-300 , 2023

Link: https://doi.org/10.1007/..

8

Discrete mixtures of normals pseudo maximum likelihood esti..:

Fiorentini, Gabriele ; Sentana, Enrique
Journal of Econometrics. 235 (2023) 2 - p. 643-665 , 2023

Link: https://doi.org/10.1016/..

9

Empirical evaluation of overspecified asset pricing models:

Manresa, Elena ; Peñaranda, Francisco ; Sentana, Enrique
Journal of Financial Economics. 147 (2023) 2 - p. 338-351 , 2023

Link: https://doi.org/10.1016/..

10

PML vs minimum χ²: the comeback:

Dante Amengual ; Gabriele Fiorentini ; Enrique Sentana
doi:10.5281/zenodo.7825895. , 2023

Link: https://zenodo.org/recor..

11

Normal but skewed?:

Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique
Journal of Applied Econometrics. 37 (2022) 7 - p. 1295-1313 , 2022

Link: https://doi.org/10.1002/..

12

GDP solera: The ideal vintage mix:

Almuzara, Martín ; Amengual, Dante ; Fiorentini, Gabriele.
Series: Staff Report. , 2022

Link: http://hdl.handle.net/10..

13

Normal but skewed? (replication data):

Amengual, Dante ; Bei, Xinyue ; Sentana, Enrique
URL: https://journaldata.zbw.eu/dataset/979b7713-e73c-4ac0-9971-9c9743bb72c5/resource/3c8ad292-eff1-4ebe-b59b-88d02ac8dcf7/download/readme.abs.txt. , 2022

Link: https://doi.org/10.15456..

14

Moment tests of independent components:

Amengual, Dante ; Fiorentini, Gabriele ; Sentana, Enrique
SERIEs. 13 (2021) 1-2 - p. 429-474 , 2021

Link: https://doi.org/10.1007/..

15

New testing approaches for mean–variance predictability:

Fiorentini, Gabriele ; Sentana, Enrique
Journal of Econometrics. 222 (2021) 1 - p. 516-538 , 2021

Link: https://doi.org/10.1016/..