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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
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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
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El coste de capital en los mercados emergentes
Estrada, Javier; Sebastián, Miguel; Sentana, Enrique - In: Moneda y crédito : revista de economía (2000) 210, pp. 165
Persistent link: https://www.econbiz.de/10008048767
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Riesgoy rentabilidad en el mercado de valores español
Sentana, Enrique - In: Moneda y crédito : revista de economía (1995) 200, pp. 133
Persistent link: https://www.econbiz.de/10008050069
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Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations
Mencía, Javier; Sentana, Enrique - In: The review of economics and statistics 94 (2012) 1, pp. 133-153
Persistent link: https://www.econbiz.de/10009826306
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Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10008883203
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A comparison of mean–variance efficiency tests
Amengual, Dante; Sentana, Enrique - In: Journal of econometrics 154 (2010) 1, pp. 16-35
Persistent link: https://www.econbiz.de/10008894621
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Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10008314443
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TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH*
Diez de los Rios, Antonio; Sentana, Enrique - In: International economic review 52 (2011) 4, pp. 1215-1252
Persistent link: https://www.econbiz.de/10009803311
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Distributional Tests in Multivariate Dynamic Models with Normal and Student T Innovations
Mencia, Javier; Sentana, Enrique - 2010
We derive Lagrange Multiplier and Likelihood Ratio specifi cation tests for the null hypotheses of multivariate normal and Student t innovations using the Generalised Hyperbolic distribution as our alternative hypothesis. We decompose the corresponding Lagrange Multiplier-type tests into...
Persistent link: https://www.econbiz.de/10014199670