Dante Amengual
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Person:1706491
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 |
|---|---|---|
| Specification tests for non-Gaussian structural vector autoregressions Journal of Econometrics | 2025-01-16 | Paper |
| Is a Normal Copula the Right Copula? Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| GDP Solera: The Ideal Vintage Mix 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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