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A spectral EM algorithm for dy...
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Sentana, Enrique
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41
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431
Quadratic ARCH Models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
213
,
pp. 639-662
Persistent link: https://www.econbiz.de/10007624900
Saved in:
432
Underidentification?
Arellano, Manuel
;
Hansen, Lars Peter
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 256-281
Persistent link: https://www.econbiz.de/10010013514
Saved in:
433
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10010013516
Saved in:
434
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010104760
Saved in:
435
Estimation of a Triangular, Seemingly Unrelated, Regression System OLS
Sentana, Enrique
- In:
Econometric theory
14
(
1998
)
2
,
pp. 289
Persistent link: https://www.econbiz.de/10006993133
Saved in:
436
Multivariate Regression with Unequal Number of Observations
Sentana, Enrique
- In:
Econometric theory
13
(
1997
)
4
,
pp. 613
Persistent link: https://www.econbiz.de/10006997107
Saved in:
437
Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS
Sentana, Enrique
- In:
Econometric theory
13
(
1997
)
3
,
pp. 463
Persistent link: https://www.econbiz.de/10006998056
Saved in:
438
Multivariate Regression with Unequal Number of Observations
Sentana, Enrique
- In:
Econometric theory
12
(
1996
)
3
,
pp. 586
Persistent link: https://www.econbiz.de/10007003670
Saved in:
439
PROBLEMS AND SOLUTIONS - SOLUTIONS - Regression with Missing Observations on an Explanatory Variable
Sentana, Enrique
- In:
Econometric theory
15
(
1999
)
4
,
pp. 636
Persistent link: https://www.econbiz.de/10006987520
Saved in:
440
The Likelihood Function of Conditionally Heteroskedastic Factor Models
Sentana, Enrique
- In:
Annales d'économie et de statistique
(
2000
)
58
,
pp. 1-20
Persistent link: https://www.econbiz.de/10007921020
Saved in:
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