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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000955509
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A note on variable addition tests for linear and log-linear models
Godfrey, L. G.; Silva, João Santos - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10003476363
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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Testing for skewness of regression disturbances
Godfrey, L. G. - In: Economics letters 37 (1991) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10001110916
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Discriminating between errors-in-variables simultaneity and misspecification in linear regression models
Godfrey, L. G. - In: Economics letters 44 (1994) 4, pp. 359-364
Persistent link: https://www.econbiz.de/10001164018
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948472
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241