Browsing All of EconStor by Author Sentana, Enrique
Showing results 1 to 12 of 12
Year of Publication | Title | Author(s) |
2007 | Testing uncovered interest parity: A continuous-time approach | Diez de los Rios, Antonio; Sentana, Enrique |
2009 | Underidentification? | Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique |
2016 | Neglected serial correlation tests in UCARIMA models | Fiorentini, Gabriele; Sentana, Enrique |
2019 | Normality tests for latent variables | Almuzara, Martín; Amengual, Dante; Sentana, Enrique |
2020 | Zero-diagonality as a linear structure | Magnus, Jan R.; Sentana, Enrique |
2020 | The Jacobian of the exponential function | Magnus, Jan R.; Pijls, Henk G.J.; Sentana, Enrique |
2021 | Normal but skewed? | Amengual, Dante; Bei, Xinye; Sentana, Enrique |
2021 | Specification tests for non-Gaussian maximum likelihood estimators | Fiorentini, Gabriele; Sentana, Enrique |
2021 | Aggregate output measurements: A common trend approach | Almuzara, Martín; Fiorentini, Gabriele; Sentana, Enrique |
2022 | Moment tests of independent components | Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique |
2022 | GDP solera: The ideal vintage mix | Almuzara, Martín; Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique |
2023 | PML versus minimum x2: The comeback | Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique |