Details about Dante Amengual
Access statistics for papers by Dante Amengual.
Last updated 2012-06-29. Update your information in the RePEc Author Service.
Short-id: pam97
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Journal Articles
Working Papers
2012
- SEQUENTIAL ESTIMATION OF SHAPE PARAMETERS IN MULTIVARIATE DYNAMIC MODELS
Working Papers, CEMFI
View citations (1)
Journal Articles
2010
- A comparison of mean-variance efficiency tests
Journal of Econometrics, 2010, 154, (1), 16-34
View citations (14)
2007
- Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel
Journal of Business & Economic Statistics, 2007, 25, 91-96
View citations (38)