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Citations for "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models"

by Gabriele Fiorentini & Enrique Sentana

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  1. Roberto Serrano, 2004. "On Watson's Non-Forcing Contracts and Renegotiation," Economics Working Papers 0041, Institute for Advanced Study, School of Social Science.
  2. Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper Series 04_10, The Rimini Centre for Economic Analysis.
  3. David Martinez-Miera & Rafael Repullo, 2010. "Does Competition Reduce the Risk of Bank Failure?," Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3638-3664, October.
  4. Javier Mencía & Enrique Sentana, 2009. "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Banco de Espa�a Working Papers 0929, Banco de Espa�a.
  5. Enrique Sentana, 2008. "The Econometrics Of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
  6. Roberto Serrano & Rajiv Vohra, 2009. "Multiplicity Of Mixed Equilibria In Mechanisms: A Unified Approach To Exact And Approximate Implementation," Working Papers wp2009_0908, CEMFI.
  7. Yusuke Kamishiro & Roberto Serrano, 2009. "Equilibrium Blocking in Large Quasilinear Economies," Working Papers 2009-12, Brown University, Department of Economics.
  8. Manuel Arellano & Lars P. Hansen & Enrique Sentana, 2000. "Underidentification?," Econometric Society World Congress 2000 Contributed Papers 1824, Econometric Society.
  9. Repullo, Rafael & Suarez, Javier, 2008. "The Procyclical Effects of Basel II," CEPR Discussion Papers 6862, C.E.P.R. Discussion Papers.
  10. Pedro Godinho & Pedro Cerqueira, 2014. "The Impact of Expectations, Match Importance and Results in the Stock Prices of European Football Teams," GEMF Working Papers 2014-09, GEMF - Faculdade de Economia, Universidade de Coimbra.
  11. Max Bruche, 2009. "Bankruptcy Codes, Liquidation Timing, And Debt Valuation," Working Papers wp2009_0902, CEMFI.
  12. Enrique Sentana & Dante Amegual, 2008. "A Comparison Of Mean-Variance Efficiency Tests," Working Papers wp2008_0806, CEMFI.
  13. Joan Llull, 2008. "The Impact Of Immigration On Productivity," Working Papers wp2008_0802, CEMFI.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.