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E

Enrique Sentana

cemfi

31H指数
194论文数
4.6K被引数
收录论文 31
发表时间
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The information matrix test for Gaussian mixtures高斯混合模型的信息矩阵检验
errJournal of Econometrics
IF4
err2026-04-08
err0
PREAI
errDante Amengual; Gabriele Fiorentini; Enrique Sentana
err分享
err收藏
Reprint of: Finite underidentification转载: 有限低估
errJOURNAL OF ECONOMETRICS
IF4
err2025-02-01
err0
PREAI
errSentana, Enrique
err分享
err收藏
Finite underidentification
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err0
errOAAI
errSentana, Enrique
err分享
err收藏
Score-type tests for normal mixtures普通混合物的分数型试验
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err0
PREAI
errAmengual, Dante; Bei, Xinyue; Carrasco, Marine; Sentana, Enrique
err分享
err收藏
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err7
errOAAI
errFiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
Empirical evaluation of overspecified asset pricing models
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2023-02-01
err3
PREAI
errManresa, Elena; Penaranda, Francisco; Sentana, Enrique
err分享
err收藏
New testing approaches for mean-variance predictability
errJOURNAL OF ECONOMETRICS
IF4
err2021-05-01
err2
errOAAI
errFiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
Testing distributional assumptions using a continuum of moments
errJOURNAL OF ECONOMETRICS
IF4
err2020-10-01
err4
PREAI
errAmengual, Dante; Carrasco, Marine; Sentana, Enrique
err分享
err收藏
Consistent non-Gaussian pseudo maximum likelihood estimators
errJOURNAL OF ECONOMETRICS
IF4
err2019-12-01
err8
PREAI
errFiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
A spectral EM algorithm for dynamic factor models
errJOURNAL OF ECONOMETRICS
IF4
err2018-07-01
err5
errOAAI
errFiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique
err分享
err收藏
A UNIFYING APPROACH TO THE EMPIRICAL EVALUATION OF ASSET PRICING MODELS
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2015-05-01
err18
errOAAI
errPenaranda, Francisco; Sentana, Enrique
err分享
err收藏
Sequential estimation of shape parameters in multivariate dynamic models
errJOURNAL OF ECONOMETRICS
IF4
err2013-12-01
err7
errOAAI
errAmengual, Dante; Fiorentini, Gabriele; Sentana, Enrique
err分享
err收藏
Valuation of VIX derivatives
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2013-05-01
err129
errOAAI
errMencia, Javier; Sentana, Enrique
err分享
err收藏
Underidentification?
errJOURNAL OF ECONOMETRICS
IF4
err2012-10-01
err19
PREAI
errArellano, Manuel; Hansen, Lars Peter; Sentana, Enrique
err分享
err收藏
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
errJOURNAL OF ECONOMETRICS
IF4
err2012-10-01
err14
errOAAI
errPenaranda, Francisco; Sentana, Enrique
err分享
err收藏
DISTRIBUTIONAL TESTS IN MULTIVARIATE DYNAMIC MODELS WITH NORMAL AND STUDENT-t INNOVATIONS
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2012-02-01
err12
errOAAI
errMencia, Javier; Sentana, Enrique
err分享
err收藏
A comparison of mean-variance efficiency tests
errJOURNAL OF ECONOMETRICS
IF4
err2010-01-01
err13
errOAAI
errAmengual, Dante; Sentana, Enrique
err分享
err收藏
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
errJOURNAL OF ECONOMETRICS
IF4
err2009-12-01
err53
errOAAI
errMencia, Javier; Sentana, Enrique
err分享
err收藏
The econometrics of mean-variance efficiency tests: a survey
errECONOMETRICS JOURNAL
IF7
err2009-11-24
err23
errOAAI
errSentana, Enrique
err分享
err收藏
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
errJOURNAL OF ECONOMETRICS
IF4
err2008-09-01
err24
errOAAI
errSentana, Enrique; Calzolari, Giorgio; Fiorentini, Gabriele
err分享
err收藏

研究方向

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