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 0 1 1 103
A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 0 0 20
A Positive Rank-One Modification on the Symmetric Factorization of a Positive Semi-Definite Matrix 0 0 0 0 0 0 0 604
A Spectral EM Algorithm for Dynamic Factor Models 0 0 0 43 0 0 2 56
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 42 0 0 1 130
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 11 0 0 0 57
A Unifying Approach to the Empirical Evaluation of Asset Pricing Models 0 0 0 5 0 2 2 58
A spectral EM algorithm for dynamic factor models 0 1 1 28 0 1 2 60
A spectral EM algorithm for dynamic factor models 0 0 1 34 0 0 2 74
A unifying approach to the empirical evaluation of asset pricing models 0 0 0 50 0 1 1 128
Aggregate Output Measurements: A Common Trend Approach 0 0 0 2 0 0 0 18
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 1 1 20
Aggregate Output Measurements: A Common Trend Approach 0 0 0 7 0 0 0 19
Aggregate Output Measurements: a Common Trend Approach 0 0 0 26 0 0 0 26
Aggregate output measurements: a common trend approach 0 0 1 10 1 1 3 37
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 1 1 1,144
An EM Algorithm for Conditionally Heteroskedastic Factor Models 0 0 0 0 0 0 1 10
An Index of Co-Movements in Financial Time Series 0 0 0 0 1 2 2 37
An Index of Co-Movements in Financial Time Series 0 0 0 0 1 1 1 433
CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION 0 0 0 22 0 1 1 84
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 1 2 32
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 1 0 0 3 935
Conditional means of time series processes and time series processes for conditional means 0 0 0 26 0 0 0 171
Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators 0 0 2 20 0 0 3 40
Consistent non-Gaussian pseudo maximum likelihood estimators 0 1 1 18 0 1 1 61
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 5 0 1 1 33
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 24 0 1 2 29
Constrained EMM and Indirect Inference Estimation 0 0 0 0 0 0 2 412
Constrained EMM and Indirect Inference Estimation. Versión Revisada 0 0 0 0 0 0 1 7
Constrained Indirect Inference Estimation 0 0 0 99 0 0 0 269
Constrained indirect inference estimation 0 0 0 1 0 0 0 11
Did the EMS Reduce the Cost of Capital? 0 0 0 113 0 2 3 517
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 2 54 0 0 4 73
Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 0 0 0 5 0 1 1 22
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 1 1 85
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 1 3 116
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 48 0 1 2 141
Duality in Mean-Variance Frontiers with Conditioning Information 0 0 0 7 0 0 2 86
Duality in mean-variance frontiers with conditioning information 0 0 0 76 1 1 3 268
Dynamic Specification Tests for Dynamic Factor Models 0 0 0 61 0 0 0 126
Dynamic Specification Tests for Static Factor Models 0 0 0 66 0 0 0 241
Dynamic Specification Tests for Static Factor Models 0 0 0 43 0 0 0 107
Dynamic specification tests for dynamic factor models 0 1 1 12 0 1 2 47
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 26 0 0 1 89
Empirical Evaluation of Overspecified Asset Pricing Models 0 0 0 49 0 2 2 97
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 154 0 1 4 429
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 97 1 1 1 363
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 0 0 0 434
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 1 2 28
Factor Representing Portfolios in Large Asset Markets 0 0 0 0 0 1 2 465
Factor Representing Portfolios in Large Asset Markets.Versión Revisada 0 0 0 0 0 0 1 2
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 39 0 0 2 99
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 53 0 0 1 37
Fast ML estimation of dynamic bifactor models: an application to European inflation 0 0 0 10 0 0 2 51
Finite Underidentification 1 1 3 34 1 1 4 37
GDP Solera. The Ideal Vintage Mix 0 0 2 21 0 0 5 33
GDP Solera: The Ideal Vintage Mix 0 0 0 0 0 0 2 4
GDP Solera: The Ideal Vintage Mix 0 0 0 2 0 0 0 13
Gaussian Rank Correlation and Regression 0 0 0 14 0 0 6 51
Gaussian rank correlation and regression 0 0 1 12 0 0 10 79
Has the EMS Reduced the Cost of Capital? 0 0 0 0 0 0 0 272
Has the EMS Reduced the Cost of Capital? Versión Revisada 0 0 0 0 0 0 0 10
Highly Irregular Serial Correlation Tests 0 0 1 14 0 0 2 14
Hypothesis Tests with a Repeatedly Singular Information Matrix 0 0 0 15 1 2 4 90
Hypothesis tests with a repeatedly singular information matrix 0 0 0 25 0 1 1 51
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model 0 0 0 2 0 1 3 890
Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada 0 0 0 0 0 1 2 7
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 0 37 0 1 1 116
Indirect Estimation of Conditionally Heteroskedastic Factor Models 0 0 0 195 0 0 0 569
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 0 2 0 1 2 43
Is a Normal Copula the Right Copula? 0 0 0 25 0 0 3 69
Is a normal copula the right copula? 0 0 0 40 0 0 0 58
LIKELIHOOD-BASED ESTIMATION OF LATENT GENERALISED ARCH STRUCTURES 0 0 0 34 0 0 1 142
Least Squares Predictions and Mean-Variance Analysis 0 0 0 175 0 2 3 744
Least Squares Predictions and Mean-Variance Analysis 0 0 0 234 0 0 0 1,098
Least Squares Predictions and Mean-Variance Analysis 0 0 0 0 0 0 0 1,428
Least Squares Predictions and Mean-Variance Analysis. Versión Revisada 0 0 0 1 0 0 0 4
Likelihood-Based Estimation of Latent Generalised ARCH Structures 0 0 0 1 0 0 2 23
Likelihood-based estimation of latent generalised ARCH 0 0 0 0 0 0 1 17
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 52 0 1 1 247
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 109 0 0 1 308
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 159 0 0 0 482
Likelihood-based estimation of latent generalised ARCH structures 0 0 0 2 0 3 4 43
Marginalization and Contemporaneous Aggregation in Multivariate GARCH Processes 0 0 0 0 1 1 1 13
Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses 0 0 0 0 0 1 1 585
Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes 0 0 0 0 0 0 0 235
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 1 0 0 0 20
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 1 9 0 0 1 35
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 0 0 0 0 3
Mean Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 327 0 0 2 712
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 3 0 0 3 1,289
Mean-Variance Portfolio Allocation with a Value at Risk Constraint 0 0 0 6 0 0 0 28
Mean-Variance Portfolio allocation with a Value at Risk Constraint 0 0 0 615 0 1 1 1,031
Mean-variance portfolio allocation with a value at risk constraint 0 0 1 4 0 1 3 39
Moment tests of independent components 0 0 0 30 0 2 4 49
Multivariate Hermite polynomials and information matrix tests 0 0 2 11 0 0 3 31
Multivariate Hermite polynomials and information matrix tests 0 0 0 2 1 2 2 9
Multivariate Hermite polynomials and information matrix tests 0 1 4 19 0 1 5 31
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 0 0 100
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 1 3 202
Neglected Serial Correlation Tests in UCARIMA Models 0 0 1 38 0 1 3 59
New Testing Approaches for Mean-Variance Predictability 0 0 1 8 0 0 1 30
New testing approaches for mean-variance predictability 0 0 1 55 0 1 5 99
New testing approaches for mean-variance predictability 0 0 0 18 0 0 1 41
New testing approaches for mean-variance predictability 0 0 0 12 0 0 0 33
Normal but Skewed? 0 0 0 29 0 0 1 49
Normality Tests for Latent Variables 0 0 0 17 0 1 1 93
On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models 0 0 2 49 0 0 6 202
On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models 0 0 0 1 0 0 0 9
On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models 0 0 0 5 0 0 5 44
PML vs minimum χ 2: the comeback 0 0 1 14 0 1 2 14
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 0 0 235
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 0 1 1 253
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 0 3 296
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 0 0 0 0 3
Portfolio management with big data 0 3 34 34 0 6 42 42
Portfolio management with big data 0 1 2 2 0 2 7 7
Pricing Options on Assets with Predictable White Noise Returns 0 0 0 0 0 0 0 7
Pricing Options on Assets with Predictable White Noise Returns 0 1 1 142 0 1 3 653
Pricing options on assets with predictable white noise returns 0 0 0 0 0 0 1 1
Quadratic ARCH Models 0 0 0 0 0 1 5 84
Quadratic Arch Models 0 0 0 1 0 3 9 900
Riesgo y rentabilidad en el mercado de valores español 0 0 0 0 6 6 6 21
Risk and Return in the Spanish Stock Market 0 0 0 279 0 0 0 1,163
Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets 0 0 0 0 0 0 0 8
Risk and return in the Spanish stock market 0 0 0 0 0 1 1 2
Score-type tests for normal mixtures 0 0 0 1 0 2 4 8
Score-type tests for normal mixtures 0 0 0 19 0 0 2 29
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models 0 0 0 56 0 0 1 147
Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach 0 0 0 43 0 0 1 252
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 62 0 1 3 303
Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach 0 0 0 127 0 0 0 516
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach 0 0 0 84 0 3 3 380
Specification Tests for Non-Gaussian Maximum Likelihood Estimators 0 0 1 6 0 0 1 16
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 44 0 1 2 45
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 10 0 1 3 45
Specification tests for non-Gaussian maximum likelihood estimators 0 0 0 34 0 2 2 23
Specification tests for non-Gaussian structural vector autoregressions 0 0 4 85 0 2 12 67
THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY 0 0 0 18 0 0 0 107
Testing Distributional Assumptions Using a Continuum of Moments 0 0 2 26 0 1 6 45
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 96 0 0 0 254
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 0 68 0 2 3 224
Testing Uncovered Interest Parity: A Continuous-Time Approach 0 0 1 46 0 0 1 156
Testing for GARCH Effects: A One-Sided Approach 0 0 0 0 0 1 2 58
Tests for Serial Dependence in Static, Non-Gaussian Factor Models 0 0 0 50 0 0 0 104
Tests for random coefficient variation in vector autoregressive models 0 0 1 12 0 0 4 26
Tests for random coefficient variation in vector autoregressive models 0 0 0 5 0 0 0 11
Tests for random coefficient variation in vector autoregressive models 0 0 3 64 0 0 5 42
The Econometrics of Mean-Variance Efficiency Tests: A Survey 0 0 1 66 0 1 7 248
The Jacobian of the Exponential Function 0 0 0 27 0 0 4 57
The Jacobian of the exponential function 0 0 0 44 0 0 1 43
The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases 0 0 0 0 0 0 1 336
The Likelihood Function of a Conditionally Heteroskedastic Factor Model with Heywood Cases 0 0 0 0 0 0 0 6
The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models 0 0 0 0 0 0 1 656
The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models 0 0 0 2 0 1 2 11
The Rise and Fall of the Natural Interest Rate 0 0 0 113 0 3 8 290
The Rise and Fall of the Natural Interest Rate 0 0 0 33 0 0 1 62
The Rise and Fall of the Natural Interest Rate 1 1 2 93 1 2 11 189
The Rise and Fall of the Natural Interest Rate 0 0 0 109 0 0 2 190
The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality 0 0 0 1 0 0 0 567
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 0 0 8
The information matrix test for Gaussian mixtures 0 0 7 20 0 1 16 33
The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities 0 6 6 6 0 9 9 9
The rise and fall of the natural interest rate 0 1 10 93 0 7 22 195
Underidentification? 0 0 0 267 0 0 3 1,092
Underidentification? 0 0 0 69 0 1 2 302
Underidentification? (Resumen) 0 0 0 63 0 0 0 199
Valuation of VIX Derivatives 0 0 0 102 0 0 2 294
Valuation of VIX Derivatives 0 0 1 26 0 2 6 170
Valuation of vix derivatives 0 0 2 25 0 1 12 171
Volatility, Diversification and Contagion 0 0 0 12 0 0 2 46
Volatility, diversification and contagion 0 0 0 4 0 0 1 32
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 0 0 41
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 0 1 2 41
Volatility-related exchange traded assets: an econometric investigation 0 0 0 0 0 0 0 1
Volatiltiy and Links Between National Stock Markets 0 1 3 409 0 2 7 1,175
Zero-Diagonality as a Linear Structure 0 0 0 4 0 0 0 8
Zero-diagonality as a linear structure 0 0 1 3 0 0 2 16
Total Working Papers 2 19 114 7,438 16 126 444 34,089

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 1 1 116
A comparison of mean-variance efficiency tests 0 0 0 89 1 3 3 399
A spectral EM algorithm for dynamic factor models 1 1 2 10 2 2 5 54
An EM Algorithm for Conditionally Heteroscedastic Factor Models 0 0 0 0 0 0 1 552
Comment 0 0 0 6 0 2 4 34
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference 0 0 0 3 0 0 0 31
Conditional Means of Time Series Processes and Time Series Processes for Conditional Means 0 0 0 0 0 0 0 342
Consistent non-Gaussian pseudo maximum likelihood estimators 0 0 0 0 0 0 0 15
Constrained Indirect Estimation 0 0 1 78 1 2 6 287
Did the EMS Reduce the Cost of Capital? 0 0 0 74 0 0 0 414
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions 0 0 1 2 0 0 2 5
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 0 0 0 131
Duality in mean-variance frontiers with conditioning information 1 1 1 6 2 2 2 32
Dynamic specification tests for dynamic factor models 0 0 0 8 0 0 1 50
Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix 0 0 0 85 0 0 0 703
Empirical evaluation of overspecified asset pricing models 0 0 0 9 1 2 3 39
Factor representing portfolios in large asset markets 0 0 0 49 0 0 1 165
Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data 1 3 5 664 1 7 17 1,924
Finite underidentification 0 0 1 2 1 1 4 5
GDP Solera: The Ideal Vintage Mix 0 0 3 3 1 2 6 6
Identification, estimation and testing of conditionally heteroskedastic factor models 0 0 3 230 5 5 14 482
Identification, inference and risk 1 2 2 2 2 4 4 4
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks 0 0 1 43 0 0 3 134
Information matrix tests for multinomial logit models 0 0 0 0 0 1 1 1
Is a Normal Copula the Right Copula? 0 0 1 5 0 2 3 27
Least Squares Predictions and Mean-Variance Analysis 0 0 0 188 0 0 2 763
Likelihood-Based Estimation of Latent Generalized ARCH Structures 0 0 0 170 0 0 0 626
Marginalization and contemporaneous aggregation in multivariate GARCH processes 0 0 0 93 0 1 3 256
Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations 0 0 0 4 0 0 3 781
Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market 0 0 0 195 0 0 1 794
Moment tests of independent components 0 0 1 4 0 0 4 18
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 0 0 2 226
Neglected serial correlation tests in UCARIMA models 0 0 0 3 0 0 0 42
New testing approaches for mean–variance predictability 0 0 0 3 1 1 4 17
Normal but skewed? 0 0 0 1 0 0 1 12
Normality tests for latent variables 0 1 1 3 1 4 4 41
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 1 210
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models 0 0 0 202 0 0 1 1,202
PML versus minimum $${\chi }^{2}$$ χ 2: the comeback 0 0 0 1 0 0 0 3
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 33 0 0 1 155
Quadratic ARCH Models 0 1 6 555 1 5 21 1,394
Reprint of: Finite underidentification 0 0 0 0 1 1 1 1
Risk and return in the Spanish stock market: some evidence from individual assets 0 0 0 39 0 0 0 138
Score-type tests for normal mixtures 0 0 0 0 2 2 2 2
Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan 0 0 0 44 0 0 0 198
Sequential estimation of shape parameters in multivariate dynamic models 0 0 0 38 0 1 2 174
Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach 0 0 1 26 0 1 3 131
Specification tests for non-Gaussian structural vector autoregressions 0 0 0 0 1 2 3 3
Specification tests for non‐Gaussian maximum likelihood estimators 0 0 0 2 0 0 1 18
TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH 0 0 0 34 0 0 2 128
Testing distributional assumptions using a continuum of moments 0 1 1 3 0 2 5 23
Testing for GARCH effects: a one-sided approach 0 0 0 176 0 0 0 506
The Jacobian of the exponential function 0 0 0 3 0 2 4 26
The Likelihood Function of Conditionally Heteroskedastic Factor Models 0 0 0 1 0 1 2 19
The econometrics of mean-variance efficiency tests: a survey 0 0 0 109 0 0 2 401
The econometrics of the stock market I: rationality tests 0 0 0 139 0 1 2 352
The econometrics of the stock market II: asset pricing 0 0 0 196 0 0 2 520
The relation between conditionally heteroskedastic factor models and factor GARCH models 0 0 0 0 0 0 0 505
Underidentification? 1 1 1 45 1 4 9 262
Unobserved component time series models with Arch disturbances 0 0 3 648 0 1 6 1,144
Valuation of VIX derivatives 0 2 9 110 1 5 22 374
Volatility and Links between National Stock Markets 0 0 2 1,114 0 3 19 2,954
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 0 0 11
Zero-diagonality as a linear structure 0 0 0 1 0 1 1 13
Total Journal Articles 5 13 46 5,688 26 75 217 20,395

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 0 0 2 4 5 7
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation 0 0 0 3 0 2 3 29
Gaussian Rank Correlation and Regression 0 0 1 3 0 2 7 12
Tests for Random Coefficient Variation in Vector Autoregressive Models 0 0 0 0 0 0 0 3
Total Chapters 0 0 1 6 2 8 15 51

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Statistics updated 2025-05-12