The following pages link to Enrique Sentana (Q201166):
Displaying 20 items.
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Underidentification? (Q528042) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- A spectral EM algorithm for dynamic factor models (Q1754525) (← links)
- Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
- Zero-diagonality as a linear structure (Q2209575) (← links)
- Testing distributional assumptions using a continuum of moments (Q2227064) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Consistent non-Gaussian pseudo maximum likelihood estimators (Q2280575) (← links)
- Factor representing portfolios in large asset markets (Q2439044) (← links)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- A comparison of mean-variance efficiency tests (Q2630146) (← links)
- New testing approaches for mean-variance predictability (Q2658802) (← links)
- Normality tests for latent variables (Q3306068) (← links)
- Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Finite underidentification (Q6199633) (← links)
