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Details about Dante Amengual

Homepage:http://www.cemfi.es/~amengual
Postal address:Casado del Alisal 5 Madrid, 28014, SPAIN
Workplace:Centro de Estudios Monetarios y Financieros (CEMFI) (Center for Monetary and Financial Studies), (more information at EDIRC)

Access statistics for papers by Dante Amengual.

Last updated 2014-01-29. Update your information in the RePEc Author Service.

Short-id: pam97


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Working Papers

2012

  1. SEQUENTIAL ESTIMATION OF SHAPE PARAMETERS IN MULTIVARIATE DYNAMIC MODELS
    Working Papers, CEMFI Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2013)

Journal Articles

2013

  1. Sequential estimation of shape parameters in multivariate dynamic models
    Journal of Econometrics, 2013, 177, (2), 233-249 Downloads
    See also Working Paper (2012)

2010

  1. A comparison of mean-variance efficiency tests
    Journal of Econometrics, 2010, 154, (1), 16-34 Downloads View citations (16)

2007

  1. Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
    Journal of Business & Economic Statistics, 2007, 25, 91-96 Downloads View citations (60)
 
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