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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CEMFI working paper"
~subject:"USA"
~subject:"VAR model"
~type_genre:"Case study"
~type_genre:"Hochschulschrift"
~type_genre:"Konferenzschrift"
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Estimation theory
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finite normal mixtures
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higher-order identifiability
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likelihood ratio test
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Sentana, Enrique
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Fiorentini, Gabriele
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CEMFI working paper
Working paper / National Bureau of Economic Research, Inc.
34
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
4
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310482
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
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