Dante Amengual

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The information matrix test for Gaussian mixtures Journal of Econometrics	2026-06-23	Paper
Information matrix tests for multinomial logit models Economics Letters	2025-07-16	Paper
Score-type tests for normal mixtures Journal of Econometrics	2025-03-18	Paper
Specification tests for non-Gaussian structural vector autoregressions Journal of Econometrics	2025-01-16	Paper
GDP Solera: The Ideal Vintage Mix Journal of Business and Economic Statistics	2024-10-28	Paper
Is a Normal Copula the Right Copula? Journal of Business and Economic Statistics	2024-10-28	Paper
Testing distributional assumptions using a continuum of moments Journal of Econometrics	2021-02-09	Paper
Normality tests for latent variables Quantitative Economics	2020-08-12	Paper
Resolution of policy uncertainty and sudden declines in volatility Journal of Econometrics	2018-03-22	Paper
A comparison of mean-variance efficiency tests Journal of Econometrics	2016-07-25	Paper
Market-based estimation of stochastic volatility models Journal of Econometrics	2015-06-08	Paper
Sequential estimation of shape parameters in multivariate dynamic models Journal of Econometrics	2014-06-06	Paper

Research outcomes over time

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