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~person:"Sentana, Enrique"
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Estimation theory
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Gaussian process
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Gauß-Prozess
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Sentana, Enrique
Koopman, Siem Jan
35
Chernozhukov, Victor
27
Lucas, André
18
Chetverikov, Denis
17
Kato, Kengo
16
Lanne, Markku
16
Guegan, Dominique
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Kleijnen, Jack P. C.
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Barndorff-Nielsen, Ole E.
11
Saikkonen, Pentti
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Lasak, Katarzyna
10
Lee, Sokbae
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Linton, Oliver
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Luoto, Jani
9
Mesters, Geert
9
Belloni, Alexandre
8
Bianchi, Michele Leonardo
8
Cho, Jin Seo
8
Lit, Rutger
8
Spokoiny, Vladimir
8
Bailey, Natalia
7
Benth, Fred Espen
7
Giudici, Paolo
7
Guvenen, Fatih
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Martin, Gael M.
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Ozkan, Serdar
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Phillips, Peter C.B.
7
Schwaab, Bernd
7
Velasco, Carlos
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Wada, Tatsuma
7
Whang, Yoon-Jae
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Aquaro, Michele
6
Carlini, Federico
6
Chen, Xiaohong
6
Fabozzi, Frank J.
6
Florens, Jean-Pierre
6
Iimi, Atsushi
6
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1
Consistent non-
Gaussian
pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
2
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
Saved in:
3
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012210436
Saved in:
4
Consistent non-
Gaussian
pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 321-358
Persistent link: https://www.econbiz.de/10012304560
Saved in:
5
Consistent non-
Gaussian
pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
6
Specification tests for non-
Gaussian
maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
7
TESTS FOR SERIAL DEPENDENCE IN STATIC, NON-
GAUSSIAN
FACTOR MODELS
Fiorentini, Gabriele
;
Sentana, Enrique
-
Centro de Estudios Monetarios y Financieros (CEMFI)
-
2012
generally compute the likelihood by simulation. We also robustify our
Gaussian
tests against non-normality. The orthogonality …
Persistent link: https://www.econbiz.de/10010607479
Saved in:
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