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Sentana, Enrique
32
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11
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5
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5
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4
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4
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Journal of econometrics
11
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5
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5
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Conditional Means of Time Series Processes and Time Series Processes for Conditional Means
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
International economic review
39
(
1998
)
4
,
pp. 1101-1118
Persistent link: https://www.econbiz.de/10007348072
Saved in:
2
Likelihood-Based Estimation of Latent Generalized ARCH Structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1518
Persistent link: https://www.econbiz.de/10006755901
Saved in:
3
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Economics letters
83
(
2004
)
3
,
pp. 307-312
Persistent link: https://www.econbiz.de/10006757217
Saved in:
4
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10008215213
Saved in:
5
Constrained Indirect Estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
The review of economic studies
71
(
2004
)
249
,
pp. 945-974
Persistent link: https://www.econbiz.de/10007646286
Saved in:
6
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 10-25
Persistent link: https://www.econbiz.de/10008109087
Saved in:
7
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 10-26
Persistent link: https://www.econbiz.de/10008881139
Saved in:
8
Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique
;
Fiorentini, Gabriele
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10006774237
Saved in:
9
Indirect inference and variance reduction using control variates
Calzolari, G.
;
Iorio, F.Di
;
Fiorentini, G.
- In:
Metron : international journal of statistics
59
(
2001
)
1-2
,
pp. 39-54
Persistent link: https://www.econbiz.de/10006563088
Saved in:
10
Alternative covariance estimators of the standard Tobit model
Calzolari, G.
;
Fiorentini, G.
- In:
Economics letters
42
(
1993
)
1
,
pp. 5-14
Persistent link: https://www.econbiz.de/10006806987
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