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Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509651
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010495553
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Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele; Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011884227
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The rise and fall of the natural interest rate
Fiorentini, Gabriele; Galesi, Alessandro; … - 2018
Persistent link: https://www.econbiz.de/10011947645
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Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique; Fiorentini, Gabriele - 2018
Persistent link: https://www.econbiz.de/10011916573
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Volatility, diversification and contagion
Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10011900148
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Least squares predictions and mean-variance analysis
Sentana, Enrique - 1999
Persistent link: https://www.econbiz.de/10013422735
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Did the EMS reduce the cost of capital?
Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10013423250
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Mean variance portfolio allocation with a value at risk constraint
Sentana, Enrique - 2001
Persistent link: https://www.econbiz.de/10013423602
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Estimation and testing of dynamic models with generalized hyperbolic innovations
Mencía, Javier; Sentana, Enrique - 2005
Persistent link: https://www.econbiz.de/10003096198