Enrique Sentana

Discussion Papers

DP15758 02 February 2021 Aggregate Output Measurements: A Common Trend Approach
Author(s): Martin Almuzara, Gabriele Fiorentini, Enrique Sentana
DP15411 29 October 2020 Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions
Author(s): Gabriele Fiorentini, Enrique Sentana
DP14914 21 June 2020 Gaussian rank correlation and regression
Author(s): Dante Amengual, Enrique Sentana, Zhanyuan Tian
DP14415 17 February 2020 Hypothesis tests with a repeatedly singular information matrix
Author(s): Dante Amengual, Xinyue Bei, Enrique Sentana
DP13426 04 January 2019 New testing approaches for mean-variance predictability
Author(s): Gabriele Fiorentini, Enrique Sentana