Enrique Sentana

Available identifiers

zbMath Open sentana.enriqueMaRDI QIDQ201166

List of research outcomes

Publication	Date of Publication	Type
Comment	2025-01-20	Paper
Specification tests for non-Gaussian structural vector autoregressions	2025-01-16	Paper
Is a Normal Copula the Right Copula?	2024-10-28	Paper
GDP Solera: The Ideal Vintage Mix	2024-10-28	Paper
Volatility-Related Exchange Traded Assets: An Econometric Investigation	2024-10-23	Paper
Finite underidentification	2024-03-21	Paper
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions	2023-06-29	Paper
The Jacobian of the exponential function	2021-11-16	Paper
Specification tests for non‐Gaussian maximum likelihood estimators	2021-11-11	Paper
New testing approaches for mean-variance predictability	2021-03-24	Paper
Testing distributional assumptions using a continuum of moments	2021-02-09	Paper
Zero-diagonality as a linear structure	2020-11-04	Paper
Normality tests for latent variables	2020-08-12	Paper
Consistent non-Gaussian pseudo maximum likelihood estimators	2019-12-19	Paper
A spectral EM algorithm for dynamic factor models	2018-05-31	Paper
Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach	2017-05-12	Paper
Underidentification?	2017-05-12	Paper
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation	2016-07-25	Paper
A comparison of mean-variance efficiency tests	2016-07-25	Paper
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks	2016-06-13	Paper
Sequential estimation of shape parameters in multivariate dynamic models	2014-06-06	Paper
Factor representing portfolios in large asset markets	2014-03-07	Paper
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models	2013-01-01	Paper
The econometrics of mean‐variance efficiency tests: a survey	2009-12-22	Paper
Likelihood-Based Estimation of Latent Generalized ARCH Structures	2006-06-16	Paper
Constrained Indirect Estimation	2005-03-30	Paper
The relation between conditionally heteroskedastic factor models and factor GARCH models	2003-08-07	Paper
Identification, estimation and testing of conditionally heteroskedastic factor models	2002-01-24	Paper
Testing for GARCH effects: A one-sided approach	2001-06-19	Paper
Quadratic ARCH Models	1996-10-13	Paper
Marginalization and contemporaneous aggregation in multivariate GARCH processes	1996-07-15	Paper
Volatility and Links between National Stock Markets	1994-08-21	Paper

Research outcomes over time

This page was built for person: Enrique Sentana