Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic specification tests fo...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
103
Theory
102
Estimation theory
88
Schätztheorie
88
Time series analysis
45
Zeitreihenanalyse
45
Portfolio selection
32
Portfolio-Management
32
Statistical test
30
Statistischer Test
30
Volatility
30
CAPM
29
Volatilität
25
Estimation
24
Schätzung
24
ARCH model
23
ARCH-Modell
23
Momentenmethode
21
Method of moments
20
Bruttoinlandsprodukt
19
Capital income
19
Gross domestic product
19
Kapitaleinkommen
19
USA
19
United States
19
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
National income
18
Nationaleinkommen
18
Kalman filter
17
Regression analysis
17
Regressionsanalyse
17
Cointegration
16
Financial market
16
Finanzmarkt
16
Statistical distribution
16
Statistical theory
16
Statistische Methodenlehre
16
Statistische Verteilung
16
Kointegration
15
more ...
less ...
Online availability
All
Free
205
Undetermined
94
CC license
3
Type of publication
All
Book / Working Paper
295
Article
176
Other
8
Type of publication (narrower categories)
All
Working Paper
137
Arbeitspapier
129
Graue Literatur
121
Non-commercial literature
121
Article in journal
67
Aufsatz in Zeitschrift
67
Article
7
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
308
Undetermined
167
Spanish
3
German
1
Author
All
Sentana, Enrique
391
Fiorentini, Gabriele
189
Amengual, Dante
54
Calzolari, Giorgio
50
Mencía, Javier
48
Peñaranda, Francisco
34
Galesi, Alessandro
22
Fiorentini, G.
19
Sentana, E.
18
Almuzara, Martín
13
Planas, Christophe
10
Arellano, Manuel
9
Shephard, Neil
9
Hansen, Lars Peter
8
King, Mervyn
8
León Valle, Ángel Manuel
8
Magnus, Jan R.
8
Bei, Xinyue
7
Calzolari, G.
7
Pérez-Quirós, Gabriel
7
Di Iorio, Francesca
6
León, Ángel
6
Shephard, Neil G.
6
Wadhwani, Sushil
6
Dēmos, Antōnēs A.
5
Mencía González, Javier
5
Panattoni, Lorenzo
5
Rubio, Gonzalo
5
Wadhwani, Sushil B.
5
Almuzara, Martin
4
Carrasco, Marine
4
Demos, Antonis
4
Díez de los Ríos, Antonio
4
Rossi, Alessandro
4
Bruni, M. Lippi
3
Diez de los Rios, Antonio
3
Leon, Angel
3
Manresa, Elena
3
Nijman, Theo
3
Pijls, Henk G. J.
3
more ...
less ...
Institution
All
Centro de Estudios Monetarios y Financieros (CEMFI)
36
C.E.P.R. Discussion Papers
13
Instituto Valenciano de Investigaciones Económicas (IVIE)
9
Financial Markets Group
8
Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna
5
Banco de España
4
London School of Economics (LSE)
4
Rimini Centre for Economic Analysis (RCEA)
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Department of Economics and Business, Universitat Pompeu Fabra
3
European University Institute / Department of Economics
2
Banco de España <Madrid>
1
Bank of Canada
1
Barcelona Graduate School of Economics (Barcelona GSE)
1
CentER for Economic Research, Universiteit van Tilburg
1
Centre for Microdata Methods and Practice (CEMMAP)
1
Centro Ricerche Nord Sud (CRENoS)
1
Department of Economics, Oxford University
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Econometric Society
1
Economics Group, Nuffield College, University of Oxford
1
FEDEA
1
Finance Research Centre, Oxford University
1
Instituto Valenciano de Investigaciones Económicas
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
Tilburg University, Center for Economic Research
1
Tilburg University, School of Economics and Management
1
more ...
less ...
Published in...
All
CEMFI working paper
51
Journal of econometrics
26
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
16
Centro de Estudios Monetarios Y Financieros-
15
CEPR Discussion Papers
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Discussion paper series / LSE Financial Markets Group
12
Journal of Econometrics
11
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
11
Working Papers. Serie AD
9
FMG Discussion Papers
8
Banco de Espana Working Paper
7
Discussion papers / CEPR
7
Journal of Business & Economic Statistics
6
A discusión : trabajos en curso ; working papers
5
Documentos de trabajo / Banco de España
5
Econometric theory
5
Economics letters
5
Investigaciones económicas
5
SERIEs : Journal of the Spanish Economic Association
5
The review of economic studies
5
Working Papers / Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna
5
Banco de España Working Papers
4
EUI working paper / ECO
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
4
Investigaciones Economicas
4
LSE Research Online Documents on Economics
4
MPRA Paper
4
Quantitative Economics
4
Review of Economic Studies
4
SERIEs - Journal of the Spanish Economic Association
4
The econometrics journal
4
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
4
DISIA working paper
3
Econometric Theory
3
Econometrics Journal
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
more ...
less ...
Source
All
ECONIS (ZBW)
250
RePEc
154
OLC EcoSci
42
EconStor
15
BASE
14
Other ZBW resources
3
USB Cologne (business full texts)
1
more ...
less ...
Showing
1
-
10
of
479
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Constrained EMM and indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001486774
Saved in:
2
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
Persistent link: https://www.econbiz.de/10000970451
Saved in:
3
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000973039
Saved in:
4
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
;
Sentana, Enrique
-
1996
Persistent link: https://www.econbiz.de/10000952880
Saved in:
5
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000954651
Saved in:
6
Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele
- In:
International economic review
39
(
1998
)
4
,
pp. 1101-1118
Persistent link: https://www.econbiz.de/10001338784
Saved in:
7
Constrained indirect inference estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001599297
Saved in:
8
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://www.econbiz.de/10001580599
Saved in:
9
The score of conditionally heteroskedastic dynamic regression models with student t innovations, and an LM test for multivariate normality
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
-
2000
Persistent link: https://www.econbiz.de/10001525130
Saved in:
10
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
