Access Statistics for Enrique Sentana

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Mean-Variance Efficiency Tests 0 0 0 23 0 3 8 111
A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 2 6 26
A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 5 10 614
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 2 14 18 74
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 11 2 8 11 68
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 5 0 6 10 68
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 42 1 5 9 139
A spectral EM algorithm for dynamic factor models 0 0 0 34 2 4 8 82
A spectral EM algorithm for dynamic factor models 0 0 0 28 1 11 17 77
A unifying approach to the empirical evaluation of asset pricing models 0 0 0 50 1 6 8 136
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 3 8 12 32
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 1 5 10 28
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 4 8 27
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 1 3 9 35
Aggregate output measurements: a common trend approach 0 0 0 10 0 1 4 40
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 3 4 1,148
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 8 10 20
An Index of Co-Movements in Financial Time Series 0 0 0 0 0 1 3 39
An Index of Co-Movements in Financial Time Series 0 0 0 0 0 4 5 437
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 2 2 86
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 1 3 6 38
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 1 6 9 944
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 0 3 11 182
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 0 2 3 43
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 18 0 1 2 63
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 3 8 41
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 2 7 7 36
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 5 7 419
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 1 8
Constrained Indirect Inference Estimation 0 0 0 99 0 5 6 275
Constrained indirect inference estimation 0 0 0 1 0 3 6 17
Did the EMS Reduce the Cost of Capital? 0 0 0 113 0 3 10 527
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 5 5 27
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 2 11 84
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 5 11 96
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 3 8 124
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 7 0 0 8 94
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 1 49 0 4 6 147
Duality in mean-variance frontiers with conditioning information 0 0 0 76 0 3 5 272
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 2 11 14 140
Dynamic Specification Tests for Static Factor Models 0 0 0 43 1 8 12 119
Dynamic Specification Tests for Static Factor Models 0 0 0 66 2 3 11 252
Dynamic specification tests for dynamic factor models 0 0 0 12 1 6 7 54
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 49 0 6 8 105
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 26 0 5 8 97
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 2 4 12 441
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 1 98 0 2 12 374
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 1 7 25 459
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 1 5 8 36
Factor Representing Portfolios in Large Asset Markets 0 0 0 0 0 3 3 468
Factor Representing Portfolios in Large Asset Markets.Versión Revisada 0 0 0 0 2 4 7 9
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 4 7 106
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 2 5 10 47
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 1 3 9 60
Finite Underidentification 0 0 2 35 1 11 18 54
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 1 9 42
GDP Solera: The Ideal Vintage Mix 0 0 1 3 2 6 10 23
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 4 9 13
Gaussian Rank Correlation and Regression 0 0 0 14 0 3 7 58
Gaussian rank correlation and regression 0 0 0 12 0 6 6 85
Has the EMS Reduced the Cost of Capital? 0 0 0 0 2 6 10 282
Has the EMS Reduced the Cost of Capital? Versión Revisada 0 0 0 0 0 0 1 11
Highly Irregular Serial Correlation Tests 0 1 2 16 1 4 7 21
Hypothesis Tests with a Repeatedly Singular Information Matrix 0 0 1 16 0 5 12 101
Hypothesis tests with a repeatedly singular information matrix 0 0 0 25 0 7 9 60
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 4 6 896
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 1 1 1 0 2 3 10
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 0 4 8 124
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 6 13 582
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 1 5 13 56
Information matrix tests for multinomial logit models 0 0 2 17 1 8 14 35
Information matrix tests for switching regressions 8 8 8 8 3 3 3 3
Is a Normal Copula the Right Copula? 0 0 0 25 1 13 15 84
Is a normal copula the right copula? 0 0 0 40 2 6 10 68
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 13 21 163
Least Squares Predictions and Mean-Variance Analysis 0 0 1 235 1 5 12 1,110
Least Squares Predictions and Mean-Variance Analysis 0 0 0 175 1 5 9 753
Least Squares Predictions and Mean-Variance Analysis 0 0 0 0 0 5 9 1,437
Least Squares Predictions and Mean-Variance Analysis. Versión Revisada 0 0 0 1 0 0 1 5
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 1 3 11 34
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 1 2 6 23
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 14 14 57
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 1 7 11 258
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 2 5 8 316
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 5 10 492
Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes 0 0 0 0 0 3 5 17
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 6 8 593
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 4 10 245
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 9 0 2 2 37
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 0 0 5 7 10
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 1 6 12 32
Mean Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 327 1 3 11 723
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 6 0 4 7 35
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 3 0 3 7 1,296
Mean-Variance Portfolio allocation with a Value at Risk Constraint 0 0 0 615 2 7 8 1,039
Mean-variance portfolio allocation with a value at risk constraint 0 0 0 4 3 4 5 44
Moment tests of independent components 0 0 0 30 1 7 17 66
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 1 4 7 38
Multivariate Hermite polynomials and information matrix tests 0 0 0 19 0 0 2 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 0 3 6 14
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 6 15 115
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 2 7 13 215
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 2 5 64
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 0 2 32
New testing approaches for mean-variance predictability 0 0 0 55 0 0 4 103
New testing approaches for mean-variance predictability 0 0 0 18 1 2 5 46
New testing approaches for mean-variance predictability 0 0 0 12 0 3 5 38
Normal but Skewed? 0 0 0 29 0 4 5 54
Normality Tests for Latent Variables 0 0 1 18 0 6 9 102
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 3 8 13 215
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 5 10 19
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 1 2 5 49
PML vs minimum χ 2: the comeback 0 0 1 15 0 3 8 22
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 6 7 242
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 0 7 16 269
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 6 15 311
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 0 0 3 3 6
Portfolio management with big data 0 1 1 3 1 6 15 22
Portfolio management with big data 0 1 4 38 3 11 41 83
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 0 1 3 9 16
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 142 1 3 6 659
Pricing options on assets with predictable white noise returns 0 0 0 0 0 2 6 7
Quadratic ARCH Models 0 0 0 0 1 4 9 93
Quadratic Arch Models 0 0 0 1 0 4 9 909
Riesgo y rentabilidad en el mercado de valores español 0 0 0 0 0 0 10 25
Risk and Return in the Spanish Stock Market 0 0 0 279 0 1 4 1,167
Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets 0 0 0 0 0 1 3 11
Risk and return in the Spanish stock market 0 0 0 0 0 3 4 6
Score-type tests for normal mixtures 0 0 0 1 0 5 6 14
Score-type tests for normal mixtures 0 0 0 19 3 7 14 43
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 7 15 162
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 0 0 0 43 0 1 2 254
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 62 1 9 11 314
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 127 1 3 7 523
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach 0 0 1 85 2 6 9 389
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 2 5 11 27
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 2 8 53
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 4 7 52
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 1 3 26
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 85 0 6 14 81
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 4 9 116
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 1 5 11 56
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 12 12 236
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 4 5 259
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 1 1 10 166
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 0 9 67
Testing shock independence in Gaussian structural VARs 0 20 20 20 0 8 8 8
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 1 51 0 4 10 114
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 3 11 17 28
Tests for random coefficient variation in vector autoregressive models 0 0 1 65 0 2 8 50
Tests for random coefficient variation in vector autoregressive models 0 0 0 12 0 1 3 29
The Econometrics of Mean-Variance Efficiency Tests: A Survey 0 0 0 66 2 5 9 257
The Jacobian of the Exponential Function 0 0 0 27 2 5 13 70
The Jacobian of the exponential function 0 0 0 44 2 5 9 52
The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases 0 0 0 0 1 7 8 344
The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases 0 0 0 0 0 5 7 13
The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models 0 0 0 0 0 4 6 662
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models 0 0 0 2 0 13 15 26
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 2 3 193
The Rise and Fall of the Natural Interest Rate 0 1 1 114 2 8 11 301
The Rise and Fall of the Natural Interest Rate 0 0 0 33 1 12 14 76
The Rise and Fall of the Natural Interest Rate 1 1 2 94 1 10 17 205
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 4 9 576
The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada 0 0 0 2 0 2 2 10
The information matrix test for Gaussian mixtures 0 0 0 20 0 6 8 41
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 3 5 12 18 5 18 36 45
The rise and fall of the natural interest rate 0 1 3 96 0 3 16 211
Underidentification? 0 0 0 69 2 5 7 309
Underidentification? 0 1 1 268 0 6 12 1,104
Underidentification? (Resumen) 0 0 0 63 2 7 17 216
Valuation of VIX Derivatives 0 0 0 102 1 12 21 315
Valuation of VIX Derivatives 0 0 0 26 1 6 10 180
Valuation of vix derivatives 0 0 0 25 1 5 11 182
Volatility, Diversification and Contagion 0 0 0 12 0 11 15 61
Volatility, diversification and contagion 0 0 0 4 0 7 11 43
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 2 3 44
Volatility-related exchange traded assets: an econometric investigation 0 0 0 0 0 1 3 4
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 1 5 9 50
Volatiltiy and Links Between National Stock Markets 0 1 1 410 3 10 23 1,198
Zero-Diagonality as a Linear Structure 0 0 0 4 0 9 10 18
Zero-diagonality as a linear structure 0 0 0 3 2 6 9 25
Total Working Papers 12 42 77 7,528 120 888 1,673 35,767

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 24 0 5 14 130
A comparison of mean-variance efficiency tests 0 0 0 89 1 8 13 411
A spectral EM algorithm for dynamic factor models 0 0 1 10 1 5 14 66
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 1 5 557
Comment 0 0 0 6 0 4 4 38
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference 0 0 0 3 0 6 8 39
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 5 11 353
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 3 7 12 27
Constrained Indirect Estimation 0 0 0 78 1 5 10 296
Did the EMS Reduce the Cost of Capital? 0 0 0 74 0 5 8 422
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 2 6 11
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 1 9 15 146
Duality in mean-variance frontiers with conditioning information 0 0 1 6 0 3 11 41
Dynamic specification tests for dynamic factor models 0 0 0 8 2 8 11 61
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix 0 0 0 85 0 4 7 710
Empirical evaluation of overspecified asset pricing models 0 0 0 9 0 5 16 54
Factor representing portfolios in large asset markets 0 0 0 49 4 10 13 178
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data 0 2 5 668 2 12 24 1,947
Finite underidentification 0 1 2 4 0 5 9 13
GDP Solera: The Ideal Vintage Mix 0 0 2 5 0 3 10 15
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 232 0 2 22 499
Identification, inference and risk 0 4 8 9 0 9 22 24
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 1 5 7 141
Information matrix tests for multinomial logit models 0 0 0 0 0 6 13 14
Is a Normal Copula the Right Copula? 0 1 1 6 0 4 8 35
Least Squares Predictions and Mean-Variance Analysis 0 0 1 189 0 6 15 778
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 5 7 633
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 2 5 7 263
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 11 18 799
Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market 0 0 0 195 1 3 6 800
Moment tests of independent components 0 0 0 4 1 6 13 31
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 4 13 31 257
Neglected serial correlation tests in UCARIMA models 0 0 0 3 1 11 13 55
New testing approaches for mean–variance predictability 0 0 0 3 0 1 6 22
Normal but skewed? 0 0 0 1 0 2 8 20
Normality tests for latent variables 0 0 0 3 0 8 18 58
Nota sobre la inclusión en el sistema de precios en un modelo de Leontief de dos regímenes de imposición indirecta sobre el consumo 0 0 0 29 0 1 1 211
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 4 7 1,209
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 1 3 6 9
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 33 0 3 7 162
Quadratic ARCH Models 0 3 7 562 0 12 32 1,425
Reprint of: Finite underidentification 0 1 1 1 0 10 14 14
Risk and return in the Spanish stock market: some evidence from individual assets 0 0 0 39 0 1 5 143
Score-type tests for normal mixtures 0 1 1 1 3 9 16 16
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan 0 0 0 44 0 9 17 215
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 3 10 184
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach 0 0 0 26 3 12 19 150
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 2 11 17 19
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 0 12 16 34
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 2 5 8 136
Testing distributional assumptions using a continuum of moments 0 0 0 3 1 9 23 46
Testing for GARCH effects: a one-sided approach 0 0 1 177 0 5 8 514
The Jacobian of the exponential function 0 0 1 4 1 6 15 41
The Likelihood Function of Conditionally Heteroskedastic Factor Models 0 0 0 1 2 3 9 28
The econometrics of mean-variance efficiency tests: a survey 0 0 0 109 0 3 8 409
The econometrics of the stock market I: rationality tests 0 0 0 139 0 7 15 367
The econometrics of the stock market II: asset pricing 0 0 0 196 0 7 11 531
The relation between conditionally heteroskedastic factor models and factor GARCH models 0 0 0 0 1 6 9 514
Underidentification? 0 0 1 45 1 6 17 278
Unobserved component time series models with Arch disturbances 0 0 1 649 2 7 15 1,159
Valuation of VIX derivatives 0 0 3 113 2 4 24 397
Volatility and Links between National Stock Markets 0 0 2 1,116 2 10 70 3,024
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 13 23 34
Zero-diagonality as a linear structure 0 0 0 1 0 5 8 21
Total Journal Articles 0 13 41 5,724 50 395 865 21,234

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Output Measurements: A Common Trend Approach 0 0 1 1 2 7 17 22
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 4 8 37
Gaussian Rank Correlation and Regression 0 1 2 5 3 6 11 23
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 2 12 15
Total Chapters 0 1 3 9 5 19 48 97

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09