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Conditional means of time series processes and time series processes for conditional means
Fiorentini, Gabriele - In: International economic review 39 (1998) 4, pp. 1101-1118
Persistent link: https://www.econbiz.de/10001338784
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Multivariate hermite polynomials and information matrix tests
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012518667
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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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Aggregate output measurements : a common trend approach
Almuzara, Martín; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660854
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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/10012631226
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 222 (2021) 1,2, pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
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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/10013183699
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Multivariate Hermite polynomials and information matrix tests
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10013183706