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accessRights:"free"
type_genre:"Working Paper"
~person:"Sentana, Enrique"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Sentana, Enrique
Gao, Jiti
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Koopman, Siem Jan
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Phillips, Peter C. B.
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Nielsen, Morten Ørregaard
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Cai, Zongwu
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Linton, Oliver
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Peng, Bin
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Pesaran, M. Hashem
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Croux, Christophe
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Fang, Ying
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Hsu, Yu-Chin
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Koop, Gary
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Swanson, Norman R.
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Dong, Chaohua
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Giraitis, Liudas
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Kitagawa, Toru
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Marcellino, Massimiliano
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Teräsvirta, Timo
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
4
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
5
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
6
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
7
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
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