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Dante Amengual

This is information that was supplied by Dante Amengual in registering through RePEc. If you are Dante Amengual, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Dante
Middle Name:
Last Name:Amengual
RePEc Short-ID:pam97
[This author has chosen not to make the email address public]
Casado del Alisal 5 Madrid, 28014, SPAIN
Madrid, Spain

: 914290551
Casado del Alisal, 5, 28014 Madrid
RePEc:edi:cemfies (more details at EDIRC)
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  1. Amengual, D.; Bueren, J.; Crego, J.A.;, 2017. "Endogenous Health Groups and Heterogeneous Dynamics of the Elderly," Health, Econometrics and Data Group (HEDG) Working Papers 17/18, HEDG, c/o Department of Economics, University of York.
  2. Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
  3. Dante Amengual & Luca Repetto, 2014. "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers wp2014_1410, CEMFI.
  4. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012. "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers wp2012_1201, CEMFI.
  1. Dante Amengual & Enrique Sentana, 2016. "Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(2), pages 248-252.
  2. Aït-Sahalia, Yacine & Amengual, Dante & Manresa, Elena, 2015. "Market-based estimation of stochastic volatility models," Journal of Econometrics, Elsevier, vol. 187(2), pages 418-435.
  3. Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2013. "Sequential estimation of shape parameters in multivariate dynamic models," Journal of Econometrics, Elsevier, vol. 177(2), pages 233-249.
  4. Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
  5. Amengual, Dante & Watson, Mark W., 2007. "Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 91-96, January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2012-07-01 2015-09-11 2015-10-25
  2. NEP-ORE: Operations Research (2) 2012-07-01 2015-10-25
  3. NEP-AGE: Economics of Ageing (1) 2017-08-20
  4. NEP-ETS: Econometric Time Series (1) 2012-07-01
  5. NEP-HEA: Health Economics (1) 2017-08-20
  6. NEP-MAC: Macroeconomics (1) 2015-10-25
  7. NEP-RMG: Risk Management (1) 2012-07-01

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