Narrow search
Showing 1 - 10 of 75
Cover Image
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique - In: Spanish economic review : SER 1 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
Cover Image
Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
Cover Image
Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
Cover Image
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997
Persistent link: https://www.econbiz.de/10000970451
Cover Image
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997 - 1. ed
Persistent link: https://www.econbiz.de/10000973039
Cover Image
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948472
Cover Image
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.; Sentana, Enrique - 1993
Persistent link: https://www.econbiz.de/10000854586
Cover Image
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
Cover Image
Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A. - In: Journal of econometrics 86 (1998) 1, pp. 97-127
Persistent link: https://www.econbiz.de/10001243865
Cover Image
Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784