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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 2017-08-24. Update your information in the RePEc Author Service.

Short-id: pam97


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Working Papers

2017

  1. Endogenous Health Groups and Heterogeneous Dynamics of the Elderly
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York Downloads

2015

  1. Is a Normal Copula the Right Copula?
    Working Papers, CEMFI Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads

2014

  1. Testing a Large Number of Hypotheses in Approximate Factor Models
    Working Papers, CEMFI Downloads

2012

  1. Sequential Estimation of Shape Parameters in Multivariate Dynamic Models
    Working Papers, CEMFI Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2013)

Journal Articles

2016

  1. Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
    Journal of Financial Econometrics, 2016, 14, (2), 248-252 Downloads

2015

  1. Market-based estimation of stochastic volatility models
    Journal of Econometrics, 2015, 187, (2), 418-435 Downloads View citations (7)

2013

  1. Sequential estimation of shape parameters in multivariate dynamic models
    Journal of Econometrics, 2013, 177, (2), 233-249 Downloads View citations (2)
    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 (15)

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 (112)
 
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