Details about Enrique Sentana

E-mail:
Homepage:	http://www.cemfi.es/~sentana
Phone:	+ 34 91 429 05 51
Postal address:	CEMFI, Casado del Alisal 5, 28014 Madrid, Spain
Workplace:	Centro de Estudios Monetarios y Financieros (CEMFI) (Center for Monetary and Financial Studies), (more information at EDIRC) Centre for Economic Policy Research (CEPR), (more information at EDIRC) Financial Markets Group (FMG), London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Enrique Sentana.

Last updated 2019-07-27. Update your information in the RePEc Author Service.

Short-id: pse39

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Working Papers

2019

1. Dynamic specification tests for dynamic factor models
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
   Also in Working Papers, CEMFI (2013) View citations (4)
   See also Journal Article in Journal of Applied Econometrics (2019)
2. New testing approaches for mean-variance predictability
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
   Also in Working Papers, CEMFI (2018)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
   Working Paper series, Rimini Centre for Economic Analysis (2019)

2018

3. Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators
   Working Papers, CEMFI View citations (4)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (4)
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2018) View citations (4)
4. Specification Tests for Non-Gaussian Maximum Likelihood Estimators
   Working Papers, CEMFI
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
   Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2018)
   Working Paper series, Rimini Centre for Economic Analysis (2018)
5. The Rise and Fall of the Natural Interest Rate
   Working Papers, CEMFI View citations (4)
   Also in Working Papers, Banco de España (2018) View citations (8)
   Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (4)
   Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2018) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (4)
6. Volatility, Diversification and Contagion
   Working Papers, CEMFI
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)

2017

7. Empirical Evaluation of Overspecified Asset Pricing Models
   Working Papers, CEMFI View citations (2)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (2)
8. Normality Tests for Latent Variables
   Working Papers, CEMFI
   See also Journal Article in Quantitative Economics (2019)
9. Testing Distributional Assumptions Using a Continuum of Moments
   Working Papers, CEMFI

2016

10. A spectral EM algorithm for dynamic factor models
    Working Papers, Banco de España View citations (2)
    Also in Working Papers, CEMFI (2014) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (5)
    See also Journal Article in Journal of Econometrics (2018)

2015

11. Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation
    Working Papers, CEMFI
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
    Working Papers, Banco de España (2015)
    See also Chapter (2016)
12. Finite Underidentification
    Working Papers, CEMFI View citations (1)
13. Is a Normal Copula the Right Copula?
    Working Papers, CEMFI
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
14. Volatility-Related Exchange Traded Assets: An Econometric Investigation
    Working Papers, CEMFI View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)

2014

15. Neglected Serial Correlation Tests in UCARIMA Models
    Working Papers, CEMFI View citations (2)
    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2016)

2012

16. Sequential Estimation of Shape Parameters in Multivariate Dynamic Models
    Working Papers, CEMFI View citations (3)
    See also Journal Article in Journal of Econometrics (2013)
17. Tests for Serial Dependence in Static, Non-Gaussian Factor Models
    Working Papers, CEMFI
18. Valuation of vix derivatives
    Working Papers, Banco de España View citations (3)
    Also in Working Papers, CEMFI (2009)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
    See also Journal Article in Journal of Financial Economics (2013)

2010

19. A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
    Working Papers, Barcelona Graduate School of Economics View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (1)
    Working Papers, CEMFI (2010) View citations (1)
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2010) View citations (1)
    See also Journal Article in The Review of Economics and Statistics (2015)
20. Dynamic Specification Tests for Static Factor Models
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Working Papers, CEMFI (2009) View citations (4)
21. Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (12)
    Also in FMG Discussion Papers, Financial Markets Group (2004) View citations (4)
    Working Papers, CEMFI (2004) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (1)
    See also Journal Article in Journal of Econometrics (2012)

2009

22. Distributional tests in multivariate dynamic models with Normal and Student t innovations
    Working Papers, Banco de España View citations (12)
    Also in Working Papers, CEMFI (2008) View citations (1)
    See also Journal Article in The Review of Economics and Statistics (2012)
23. Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
    Working Papers, Banco de España View citations (44)
    Also in Working Papers, CEMFI (2008) View citations (1)
    See also Journal Article in Journal of Econometrics (2009)
24. Underidentification?
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (11)
    See also Journal Article in Journal of Econometrics (2012)
25. Underidentification? (Resumen)
    Working Papers, CEMFI View citations (7)

2008

26. A Comparison of Mean-Variance Efficiency Tests
    Working Papers, CEMFI
    See also Journal Article in Journal of Econometrics (2010)
27. The Econometrics of Mean-Variance Efficiency Tests: A Survey
    Working Papers, CEMFI
    See also Journal Article in Econometrics Journal (2009)

2007

28. Duality in Mean-Variance Frontiers with Conditioning Information
    Working Papers, CEMFI View citations (6)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2007) View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
    See also Journal Article in Journal of Empirical Finance (2016)
29. Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article in Journal of Econometrics (2008)
30. On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models
    Working Papers, CEMFI View citations (16)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2007) View citations (21)
31. Parametric properties of semi-nonparametric distributions, with applications to option valuation
    Working Papers, Banco de España View citations (10)
    Also in Working Papers, CEMFI (2005) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (2009)
32. Testing Uncovered Interest Parity: A Continuous-Time Approach
    Staff Working Papers, Bank of Canada View citations (7)
    Also in Working Papers, CEMFI (2007) View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (1)
    See also Journal Article in International Economic Review (2011)

2005

33. Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    Also in Working Papers, CEMFI (2004) View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2004) View citations (2)
    FMG Discussion Papers, Financial Markets Group (2004) View citations (16)

2004

34. Indirect Estimation of Conditionally Heteroskedastic Factor Models
    Working Papers, CEMFI View citations (11)
35. Likelihood-based estimation of latent generalised ARCH structures
    OFRC Working Papers Series, Oxford Financial Research Centre View citations (39)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2003) View citations (3)
    Economics Papers, Economics Group, Nuffield College, University of Oxford (2002)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (1)
    Working Papers, CEMFI (2002)
    FMG Discussion Papers, Financial Markets Group (2003) View citations (4)
    See also Journal Article in Econometrica (2004)

2003

36. On the Validity of the Jarque-Bera Normality Test in Conditionally Heteroskedastic Dynamic Regression Models
    Working Papers, CEMFI
    See also Journal Article in Economics Letters (2004)

2001

37. Constrained Indirect Inference Estimation
    FMG Discussion Papers, Financial Markets Group View citations (2)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001)
38. Mean Variance Portfolio Allocation with a Value at Risk Constraint
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in FMG Discussion Papers, Financial Markets Group (2001) View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) View citations (2)
    Working Papers, CEMFI (2001)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (2001) View citations (2)

2000

39. CONSTRAINED EMM AND INDIRECT INFERENCE ESTIMATION
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (2000) View citations (2)
40. Constrained EMM and Indirect Inference Estimation. Versión Revisada
    Working Papers, CEMFI
41. Did the EMS Reduce the Cost of Capital?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article in Economic Journal (2002)
42. Factor Representing Portfolios in Large Asset Markets
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (8)
    See also Journal Article in Journal of Econometrics (2004)
43. Factor Representing Portfolios in Large Asset Markets.Versión Revisada
    Working Papers, CEMFI
44. THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (3)
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (2000) View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (2003)
45. The Score of Conditionally Heteroskedastic Dynamic Regression Models with Student t Innovations, and an LM Test for Multivariate Normality.Versión Revisada
    Working Papers, CEMFI

1999

46. Least Squares Predictions and Mean-Variance Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in FMG Discussion Papers, Financial Markets Group (1999)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1997) View citations (3)
    See also Journal Article in Journal of Financial Econometrics (2005)

1997

47. Conditional means of time series processes and time series processes for conditional means
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)
    Also in Working Papers, CEMFI (1996)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1996)
    See also Journal Article in International Economic Review (1998)
48. Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (35)
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (1997) View citations (3)
    See also Journal Article in Journal of Econometrics (2001)
49. Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Models.Versión Revisada
    Working Papers, CEMFI
50. Least Squares Predictions and Mean-Variance Analysis. Versión Revisada
    Working Papers, CEMFI
51. Pricing Options on Assets with Predictable White Noise Returns
    Working Papers, CEMFI
    Also in FMG Discussion Papers, Financial Markets Group (1997) View citations (3)
52. Risk and Return in the Spanish Stock Market: Some Evidence from Individual Assets
    Working Papers, CEMFI
    See also Journal Article in Investigaciones Economicas (1997)
53. The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (1)
    Also in Working Papers, CEMFI (1997)
    See also Journal Article in Econometrics Journal (1998)

1996

54. An EM Algorithm for Conditionally Heteroskedastic Factor Models
    Working Papers, CEMFI
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1996) View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (1998)
55. Marginalization and contemporaneous aggregation in multivariate GARCH processes
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (48)
    Also in Working Papers, CEMFI (1994)
    Discussion Paper, Tilburg University, Center for Economic Research (1993) View citations (1)
    Working Papers, Centro de Estudios Monetarios Y Financieros- (1994) View citations (1)
    Working Papers, Tilburg - Center for Economic Research (1993) View citations (3)
    See also Journal Article in Journal of Econometrics (1996)
56. Testing for GARCH Effects: A One-Sided Approach
    Working Papers, CEMFI
    See also Journal Article in Journal of Econometrics (1998)

1995

57. Has the EMS Reduced the Cost of Capital?
    Working Papers, Centro de Estudios Monetarios Y Financieros-
58. Has the EMS Reduced the Cost of Capital? Versión Revisada
    Working Papers, CEMFI
59. Quadratic ARCH Models
    Working Papers, CEMFI
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1995) View citations (204)
    See also Journal Article in Review of Economic Studies (1995)
60. Riesgo y rentabilidad en el mercado de valores español
    Working Papers, CEMFI
61. Risk and Return in the Spanish Stock Market
    FMG Discussion Papers, Financial Markets Group View citations (1)

1994

62. A Positive Rank-One Modification of the Symmetric Factorization of a Positive Semi-Definite Matrix
    Working Papers, CEMFI
    Also in Working Papers, Centro de Estudios Monetarios Y Financieros- (1994)
63. An Index of Co-Movements in Financial Time Series
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (6)
    Also in Working Papers, CEMFI (1994)
64. The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases
    Working Papers, Centro de Estudios Monetarios Y Financieros- View citations (9)
    Also in Working Papers, CEMFI (1994)

1990

65. Volatiltiy and Links Between National Stock Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    See also Journal Article in Econometrica (1994)

Journal Articles

2019

1. Dynamic specification tests for dynamic factor models
   Journal of Applied Econometrics, 2019, 34, (3), 325-346
   See also Working Paper (2019)
2. Normality tests for latent variables
   Quantitative Economics, 2019, 10, (3), 981-1017
   See also Working Paper (2017)

2018

3. A spectral EM algorithm for dynamic factor models
   Journal of Econometrics, 2018, 205, (1), 249-279 View citations (4)
   See also Working Paper (2016)

2016

4. 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
5. Duality in mean-variance frontiers with conditioning information
   Journal of Empirical Finance, 2016, 38, (PB), 762-785
   See also Working Paper (2007)
6. Neglected serial correlation tests in UCARIMA models
   SERIEs: Journal of the Spanish Economic Association, 2016, 7, (1), 121-178 View citations (2)
   See also Working Paper (2014)

2015

7. A Unifying Approach to the Empirical Evaluation of Asset Pricing Models
   The Review of Economics and Statistics, 2015, 97, (2), 412-435 View citations (11)
   See also Working Paper (2010)

2014

8. Comment
   Journal of Business & Economic Statistics, 2014, 32, (2), 193-198

2013

9. Sequential estimation of shape parameters in multivariate dynamic models
   Journal of Econometrics, 2013, 177, (2), 233-249 View citations (10)
   See also Working Paper (2012)
10. Valuation of VIX derivatives
    Journal of Financial Economics, 2013, 108, (2), 367-391 View citations (31)
    See also Working Paper (2012)

2012

11. Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations
    The Review of Economics and Statistics, 2012, 94, (1), 133-152 View citations (26)
    See also Working Paper (2009)
12. Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
    Journal of Econometrics, 2012, 170, (2), 303-324 View citations (6)
    See also Working Paper (2010)
13. Underidentification?
    Journal of Econometrics, 2012, 170, (2), 256-280
    See also Working Paper (2009)

2011

14. TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS‐TIME APPROACH
    International Economic Review, 2011, 52, (4), 1215-1251 View citations (4)
    See also Working Paper (2007)

2010

15. A comparison of mean-variance efficiency tests
    Journal of Econometrics, 2010, 154, (1), 16-34 View citations (26)
    See also Working Paper (2008)

2009

16. Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
    Journal of Econometrics, 2009, 153, (2), 105-121 View citations (36)
    See also Working Paper (2009)
17. Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation
    Journal of Business & Economic Statistics, 2009, 27, (2), 176-192 View citations (31)
    See also Working Paper (2007)
18. The econometrics of mean-variance efficiency tests: a survey
    Econometrics Journal, 2009, 12, (3), C65-C101 View citations (20)
    See also Working Paper (2008)

2008

19. Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    Journal of Econometrics, 2008, 146, (1), 10-25 View citations (27)
    See also Working Paper (2007)

2005

20. Least Squares Predictions and Mean-Variance Analysis
    Journal of Financial Econometrics, 2005, 3, (1), 56-78 View citations (4)
    See also Working Paper (1999)

2004

21. Constrained Indirect Estimation
    Review of Economic Studies, 2004, 71, (4), 945-973 View citations (42)
22. Factor representing portfolios in large asset markets
    Journal of Econometrics, 2004, 119, (2), 257-289 View citations (33)
    See also Working Paper (2000)
23. Likelihood-Based Estimation of Latent Generalized ARCH Structures
    Econometrica, 2004, 72, (5), 1481-1517 View citations (36)
    See also Working Paper (2004)
24. On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
    Economics Letters, 2004, 83, (3), 307-312 View citations (24)
    See also Working Paper (2003)

2003

25. Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations
    Journal of Business & Economic Statistics, 2003, 21, (4), 532-46 View citations (126)
    See also Working Paper (2000)

2002

26. Did the EMS Reduce the Cost of Capital?
    Economic Journal, 2002, 112, (482), 786-809 View citations (15)
    See also Working Paper (2000)

2001

27. Identification, estimation and testing of conditionally heteroskedastic factor models
    Journal of Econometrics, 2001, 102, (2), 143-164 View citations (147)
    See also Working Paper (1997)

2000

28. The Likelihood Function of Conditionally Heteroskedastic Factor Models
    Annals of Economics and Statistics, 2000, (58), 1-19 View citations (7)

1999

29. Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
    Spanish Economic Review, 1999, 1, (1), 79-90 View citations (3)

1998

30. An EM Algorithm for Conditionally Heteroscedastic Factor Models
    Journal of Business & Economic Statistics, 1998, 16, (3), 357-61 View citations (13)
    See also Working Paper (1996)
31. Conditional Means of Time Series Processes and Time Series Processes for Conditional Means
    International Economic Review, 1998, 39, (4), 1101-18 View citations (19)
    See also Working Paper (1997)
32. Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market
    Investigaciones Economicas, 1998, 22, (1), 5-17 View citations (4)
33. Testing for GARCH effects: a one-sided approach
    Journal of Econometrics, 1998, 86, (1), 97-127 View citations (46)
    See also Working Paper (1996)
34. The relation between conditionally heteroskedastic factor models and factor GARCH models
    Econometrics Journal, 1998, 1, (RegularPapers), 1-9 View citations (10)
    See also Working Paper (1997)

1997

35. Multivariate Regression with Unequal Number of Observations—Solution
    Econometric Theory, 1997, 13, (04), 613-614
36. Risk and return in the Spanish stock market: some evidence from individual assets
    Investigaciones Economicas, 1997, 21, (2), 297-360 View citations (4)
    See also Working Paper (1997)

1996

37. Marginalization and contemporaneous aggregation in multivariate GARCH processes
    Journal of Econometrics, 1996, 71, (1-2), 71-87 View citations (47)
    See also Working Paper (1996)
38. Multivariate Regression with Unequal Number of Observations
    Econometric Theory, 1996, 12, (03), 586-587

1995

39. Quadratic ARCH Models
    Review of Economic Studies, 1995, 62, (4), 639-661 View citations (193)
    See also Working Paper (1995)

1994

40. Volatility and Links between National Stock Markets
    Econometrica, 1994, 62, (4), 901-33 View citations (457)
    See also Working Paper (1990)

1993

41. The econometrics of the stock market I: rationality tests
    Investigaciones Economicas, 1993, 17, (3), 401-420
42. The econometrics of the stock market II: asset pricing
    Investigaciones Economicas, 1993, 17, (3), 421-444 View citations (1)

1992

43. Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data
    Economic Journal, 1992, 102, (411), 415-25 View citations (125)
44. Unobserved component time series models with Arch disturbances
    Journal of Econometrics, 1992, 52, (1-2), 129-157 View citations (178)

1991

45. Semi-parametric Estimation and the Predictability of Stock Market Returns: Some Lessons from Japan
    Review of Economic Studies, 1991, 58, (3), 547-563 View citations (11)

1988

46. Nota sobre la inclusión en el sistema de precios en un modelo de Leontief de dos regímenes de imposición indirecta sobre el consumo
    Investigaciones Economicas, 1988, 12, (1), 169-176

Chapters

2016

1. Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation
   A chapter in Dynamic Factor Models, 2016, vol. 35, pp 215-282 View citations (2)
   See also Working Paper (2015)