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Sentana, Enrique
25
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8
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5
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3
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3
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Journal of econometrics
CEMFI working paper
52
Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI)
21
Discussion paper / Centre for Economic Policy Research
19
Documento de trabajo / Centro de Estudios Monetarios y Financieros
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Centro de Estudios Monetarios Y Financieros-
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CEPR Discussion Papers
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Discussion paper series / LSE Financial Markets Group
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Journal of Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 143-164
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001580599
Saved in:
2
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 10-25
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003778191
Saved in:
3
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012619733
Saved in:
4
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 321-358
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012304560
Saved in:
5
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 249-279
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012110263
Saved in:
6
A comparison of meanvariance efficiency tests
Amengual, Dante
;
Sentana, Enrique
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 16-34
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003931734
Saved in:
7
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012483175
Saved in:
8
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001956189
Saved in:
9
Finite underidentification
Sentana, Enrique
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-24
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015075080
Saved in:
10
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 97-127
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001243865
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