Access Statistics for Enrique Sentana

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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 2 4 8 111
A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 3 6 26
A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 7 10 614
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 6 13 16 72
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 11 0 8 9 66
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 5 1 8 10 68
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 42 0 6 8 138
A spectral EM algorithm for dynamic factor models 0 0 0 28 1 11 16 76
A spectral EM algorithm for dynamic factor models 0 0 0 34 1 2 6 80
A unifying approach to the empirical evaluation of asset pricing models 0 0 0 50 3 7 8 135
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 1 4 8 27
Aggregate Output Measurements: A Common Trend Approach 0 0 2 9 0 5 9 29
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 1 7 9 27
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 0 4 8 34
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 1 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 0 3 5 37
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 7 8 943
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 1 8 11 182
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 0 20 2 2 3 43
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 4 8 41
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 1 5 5 34
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 1 18 0 1 3 63
Constrained EMM and Indirect Inference Estimation 0 0 0 0 1 7 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 3 6 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 6 10 527
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 2 5 5 27
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 54 0 8 11 84
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 7 11 96
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 1 6 8 124
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 7 0 4 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 9 12 138
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 5 9 250
Dynamic Specification Tests for Static Factor Models 0 0 0 43 2 8 11 118
Dynamic specification tests for dynamic factor models 0 0 1 12 1 6 7 53
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 49 2 6 9 105
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 26 0 7 8 97
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 1 98 0 3 12 374
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 1 3 10 439
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 1 17 24 458
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 1 7 7 35
Factor Representing Portfolios in Large Asset Markets 0 0 0 0 1 3 3 468
Factor Representing Portfolios in Large Asset Markets.Versión Revisada 0 0 0 0 0 2 5 7
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 5 7 106
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 2 4 8 45
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 5 8 59
Finite Underidentification 0 0 2 35 5 11 17 53
GDP Solera. The Ideal Vintage Mix 0 0 0 21 0 3 9 42
GDP Solera: The Ideal Vintage Mix 0 0 1 3 0 5 8 21
GDP Solera: The Ideal Vintage Mix 0 0 0 0 1 6 9 13
Gaussian Rank Correlation and Regression 0 0 0 14 1 5 7 58
Gaussian rank correlation and regression 0 0 0 12 3 6 6 85
Has the EMS Reduced the Cost of Capital? 0 0 0 0 0 4 8 280
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 0 4 6 20
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 6 8 9 60
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 1 5 7 896
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 1 1 1 1 1 2 3 10
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 1 38 1 5 8 124
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 2 8 13 582
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 3 0 7 12 55
Information matrix tests for multinomial logit models 0 0 2 17 1 8 14 34
Is a Normal Copula the Right Copula? 0 0 0 25 8 12 14 83
Is a normal copula the right copula? 0 0 0 40 1 5 8 66
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 2 15 21 163
Least Squares Predictions and Mean-Variance Analysis 0 0 1 235 1 7 11 1,109
Least Squares Predictions and Mean-Variance Analysis 0 0 0 175 1 5 8 752
Least Squares Predictions and Mean-Variance Analysis 0 0 0 0 1 6 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 0 3 10 33
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 2 5 22
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 1 6 11 257
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 5 10 492
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 1 4 6 314
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 3 14 16 57
Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes 0 0 0 0 1 3 5 17
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 1 7 8 593
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 2 7 10 245
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 9 1 2 2 37
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 2 5 11 31
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 0 1 5 7 10
Mean Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 327 0 7 10 722
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 3 0 4 7 1,296
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 6 0 6 7 35
Mean-Variance Portfolio allocation with a Value at Risk Constraint 0 0 0 615 1 6 6 1,037
Mean-variance portfolio allocation with a value at risk constraint 0 0 0 4 0 1 2 41
Moment tests of independent components 0 0 0 30 4 9 16 65
Multivariate Hermite polynomials and information matrix tests 0 0 1 19 0 1 3 33
Multivariate Hermite polynomials and information matrix tests 0 0 0 11 0 5 6 37
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 1 4 6 14
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 11 15 115
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 2 6 11 213
Neglected Serial Correlation Tests in UCARIMA Models 0 0 0 38 0 3 5 64
New Testing Approaches for Mean-Variance Predictability 0 0 0 8 0 1 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 0 2 4 45
New testing approaches for mean-variance predictability 0 0 0 12 0 3 5 38
Normal but Skewed? 0 0 0 29 2 5 5 54
Normality Tests for Latent Variables 0 0 1 18 2 6 9 102
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 49 0 8 10 212
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 9 10 19
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 1 4 48
PML vs minimum χ 2: the comeback 0 0 1 15 1 4 9 22
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 2 7 7 242
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 2 10 16 269
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 0 1 3 3 6
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 7 15 311
Portfolio management with big data 0 1 2 3 2 8 16 21
Portfolio management with big data 0 2 5 38 4 18 39 80
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 142 1 4 5 658
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 0 0 5 8 15
Pricing options on assets with predictable white noise returns 0 0 0 0 0 6 6 7
Quadratic ARCH Models 0 0 0 0 0 3 8 92
Quadratic Arch Models 0 0 0 1 1 5 10 909
Riesgo y rentabilidad en el mercado de valores español 0 0 0 0 0 2 10 25
Risk and Return in the Spanish Stock Market 0 0 0 279 1 3 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 4 4 6
Score-type tests for normal mixtures 0 0 0 19 0 6 11 40
Score-type tests for normal mixtures 0 0 0 1 0 5 6 14
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 3 9 15 162
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 0 0 0 43 0 2 2 254
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 62 5 9 10 313
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 127 1 3 6 522
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach 0 0 1 85 2 5 8 387
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 0 6 0 3 9 25
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 6 7 52
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 5 8 53
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 3 8 15 81
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 7 9 116
Testing Distributional Assumptions Using a Continuum of Moments 0 0 0 26 0 5 10 55
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 2 12 12 236
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 5 5 259
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 46 0 0 9 165
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 6 9 67
Testing shock independence in Gaussian structural VARs 11 20 20 20 3 8 8 8
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 1 1 51 1 5 10 114
Tests for random coefficient variation in vector autoregressive models 0 0 1 6 2 11 14 25
Tests for random coefficient variation in vector autoregressive models 0 0 1 65 0 3 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 0 4 7 255
The Jacobian of the Exponential Function 0 0 0 27 0 4 11 68
The Jacobian of the exponential function 0 0 0 44 1 3 7 50
The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases 0 0 0 0 3 7 7 343
The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases 0 0 0 0 3 5 7 13
The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models 0 0 0 0 2 5 6 662
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models 0 0 0 2 3 13 15 26
The Rise and Fall of the Natural Interest Rate 0 0 0 33 2 11 13 75
The Rise and Fall of the Natural Interest Rate 0 0 0 109 1 2 3 193
The Rise and Fall of the Natural Interest Rate 0 0 1 93 3 10 16 204
The Rise and Fall of the Natural Interest Rate 0 1 1 114 1 6 9 299
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 1 6 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 1 7 8 41
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 1 3 15 15 9 14 38 40
The rise and fall of the natural interest rate 0 1 4 96 0 4 18 211
Underidentification? 0 0 0 69 0 3 5 307
Underidentification? 0 1 1 268 2 7 12 1,104
Underidentification? (Resumen) 0 0 0 63 1 8 15 214
Valuation of VIX Derivatives 0 0 0 26 1 6 9 179
Valuation of VIX Derivatives 0 0 0 102 4 13 20 314
Valuation of vix derivatives 0 0 0 25 1 5 10 181
Volatility, Diversification and Contagion 0 0 0 12 2 11 15 61
Volatility, diversification and contagion 0 0 0 4 2 8 11 43
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 3 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 4 8 49
Volatiltiy and Links Between National Stock Markets 0 1 1 410 2 14 20 1,195
Zero-Diagonality as a Linear Structure 0 0 0 4 1 10 10 18
Zero-diagonality as a linear structure 0 0 0 3 1 6 7 23
Total Working Papers 13 33 77 7,516 187 1,007 1,579 35,647

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 2 8 14 130
A comparison of mean-variance efficiency tests 0 0 0 89 2 8 12 410
A spectral EM algorithm for dynamic factor models 0 0 1 10 0 5 13 65
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 3 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 7 8 39
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 3 8 11 353
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 1 7 9 24
Constrained Indirect Estimation 0 0 0 78 1 5 9 295
Did the EMS Reduce the Cost of Capital? 0 0 0 74 1 5 8 422
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 0 2 0 3 6 11
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 5 10 14 145
Duality in mean-variance frontiers with conditioning information 0 0 1 6 0 6 11 41
Dynamic specification tests for dynamic factor models 0 0 0 8 1 6 9 59
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix 0 0 0 85 2 5 7 710
Empirical evaluation of overspecified asset pricing models 0 0 0 9 0 8 17 54
Factor representing portfolios in large asset markets 0 0 0 49 1 6 9 174
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data 1 2 5 668 5 13 23 1,945
Finite underidentification 0 1 2 4 0 5 9 13
GDP Solera: The Ideal Vintage Mix 0 0 2 5 0 5 10 15
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 2 232 1 2 22 499
Identification, inference and risk 0 4 9 9 1 9 24 24
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 43 1 4 6 140
Information matrix tests for multinomial logit models 0 0 0 0 1 9 14 14
Is a Normal Copula the Right Copula? 1 1 1 6 2 4 9 35
Least Squares Predictions and Mean-Variance Analysis 0 0 1 189 0 9 15 778
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 1 6 7 633
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 4 5 261
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 2 11 16 797
Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market 0 0 0 195 0 4 5 799
Moment tests of independent components 0 0 0 4 1 6 12 30
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 3 19 27 253
Neglected serial correlation tests in UCARIMA models 0 0 0 3 3 12 12 54
New testing approaches for mean–variance predictability 0 0 0 3 0 2 6 22
Normal but skewed? 0 0 0 1 1 3 8 20
Normality tests for latent variables 0 0 1 3 3 11 20 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 1 1 1 211
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 5 7 1,209
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 5 5 8
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 33 1 3 7 162
Quadratic ARCH Models 1 3 7 562 3 15 32 1,425
Reprint of: Finite underidentification 0 1 1 1 4 10 14 14
Risk and return in the Spanish stock market: some evidence from individual assets 0 0 0 39 0 2 5 143
Score-type tests for normal mixtures 0 1 1 1 1 7 13 13
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan 0 0 0 44 1 13 17 215
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 1 3 10 184
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach 0 0 0 26 5 15 16 147
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 3 10 15 17
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 1 13 16 34
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 1 4 6 134
Testing distributional assumptions using a continuum of moments 0 0 0 3 1 15 22 45
Testing for GARCH effects: a one-sided approach 0 0 1 177 1 5 8 514
The Jacobian of the exponential function 0 0 1 4 1 10 15 40
The Likelihood Function of Conditionally Heteroskedastic Factor Models 0 0 0 1 0 4 7 26
The econometrics of mean-variance efficiency tests: a survey 0 0 0 109 1 5 8 409
The econometrics of the stock market I: rationality tests 0 0 0 139 0 9 15 367
The econometrics of the stock market II: asset pricing 0 0 0 196 1 8 11 531
The relation between conditionally heteroskedastic factor models and factor GARCH models 0 0 0 0 1 5 8 513
Underidentification? 0 0 1 45 1 6 17 277
Unobserved component time series models with Arch disturbances 0 0 1 649 0 6 13 1,157
Valuation of VIX derivatives 0 0 4 113 0 4 25 395
Volatility and Links between National Stock Markets 0 1 2 1,116 3 59 70 3,022
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 3 20 23 34
Zero-diagonality as a linear structure 0 0 0 1 0 5 8 21
Total Journal Articles 3 14 44 5,724 79 509 830 21,184

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 8 15 20
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 1 1 2 5 1 4 8 20
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 8 12 15
Total Chapters 1 1 3 9 3 24 43 92

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