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Dynamic specification tests for static factor models
Fiorentini, Gabriele; Sentana, Enrique - 2009
Persistent link: https://www.econbiz.de/10003914397
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On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003572666
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Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele; Sentana, Enrique - 2013
Persistent link: https://www.econbiz.de/10010376711
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Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele; Sentana, Enrique - 2014
Persistent link: https://www.econbiz.de/10011408229
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On the validity of the jarque-bera normality test in conditionally heteroskedastic synamic regression models
Fiorentini, Gabriele; Sentana, Enrique; Calzolari, Giorgio - 2003
Persistent link: https://www.econbiz.de/10001747011
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Moment tests of independent components
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660817
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Multivariate Hermite polynomials and information matrix tests
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660820
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660824
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Zero-Diagonality as a Linear Structure
Magnus, J.R. - 2020
A linear structure is a family of matrices that satisfy a given set of linear restrictions, such as symmetry or diagonality. We add to the literature on linear structures by studying the family of matrices where all diagonal elements are zero, and discuss two econometric examples where these...
Persistent link: https://www.econbiz.de/10012829759
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2012
Persistent link: https://www.econbiz.de/10009743572