Dante Amengual
Personal Details
First Name: | Dante |
Middle Name: | |
Last Name: | Amengual |
Suffix: | |
RePEc Short-ID: | pam97 |
[This author has chosen not to make the email address public] | |
http://www.cemfi.es/~amengual | |
Casado del Alisal 5 Madrid, 28014, SPAIN | |
Affiliation
Centro de Estudios Monetarios y Financieros (CEMFI)
Madrid, Spainhttp://www.cemfi.es/
RePEc:edi:cemfies (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2022.
"GDP Solera: The Ideal Vintage Mix,"
Staff Reports
1027, Federal Reserve Bank of New York.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "GDP Solera: The Ideal Vintage Mix," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 984-997, July.
- Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "GDP Solera. The Ideal Vintage Mix," Working Papers wp2022_2204, CEMFI.
- Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2022. "GDP Solera: The Ideal Vintage Mix," CEPR Discussion Papers 17196, C.E.P.R. Discussion Papers.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021.
"Moment tests of independent components,"
Working Papers
wp2021_2102, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021.
"Tests for random coefficient variation in vector autoregressive models,"
Working Paper series
21-21, Rimini Centre for Economic Analysis.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35, Emerald Group Publishing Limited.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2021.
"Normal but Skewed?,"
Working Papers
wp2021_2104, CEMFI.
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2022. "Normal but skewed?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1295-1313, November.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021.
"Multivariate Hermite polynomials and information matrix tests,"
Working Paper series
21-12, Rimini Centre for Economic Analysis.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive 2021_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Sentana, Enrique & Amengual, Dante & Bei, Xinyue, 2020.
"Hypothesis tests with a repeatedly singular information matrix,"
CEPR Discussion Papers
14415, C.E.P.R. Discussion Papers.
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2020. "Hypothesis Tests with a Repeatedly Singular Information Matrix," Working Papers wp2020_2002, CEMFI.
- Sentana, Enrique & Amengual, Dante & Tian, Zhanyuan, 2020.
"Gaussian rank correlation and regression,"
CEPR Discussion Papers
14914, C.E.P.R. Discussion Papers.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2022. "Gaussian Rank Correlation and Regression," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, volume 43, pages 269-306, Emerald Group Publishing Limited.
- Dante Amengual & Enrique Sentana & Zhanyuan Tian, 2020. "Gaussian Rank Correlation and Regression," Working Papers wp2020_2004, CEMFI.
- 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.
- Dante Amengual & Jesus Bueren & Julio Crego, 2019. "Endogenous Health Groups and Heterogeneous Dynamics of the Elderly," 2019 Meeting Papers 332, Society for Economic Dynamics.
- Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017.
"Normality Tests for Latent Variables,"
Working Papers
wp2017_1708, CEMFI.
- Martín Almuzara & Dante Amengual & Enrique Sentana, 2019. "Normality tests for latent variables," Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.
- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017.
"Testing Distributional Assumptions Using a Continuum of Moments,"
Working Papers
wp2017_1709, CEMFI.
- Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
- Dante Amengual & Enrique Sentana, 2015.
"Is a Normal Copula the Right Copula?,"
Working Papers
wp2015_1504, CEMFI.
- Dante Amengual & Enrique Sentana, 2020. "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
- Sentana, Enrique & Amengual, Dante, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
- Dante Amengual & Luca Repetto, 2014. "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers wp2014_1410, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012.
"Sequential Estimation of Shape Parameters in Multivariate Dynamic Models,"
Working Papers
wp2012_1201, CEMFI.
- 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.
- Dante Amengual & Enrique Sentana, 2008.
"A Comparison of Mean-Variance Efficiency Tests,"
Working Papers
wp2008_0806, CEMFI.
- Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
Articles
- Dante Amengual & Enrique Sentana, 2020.
"Is a Normal Copula the Right Copula?,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
- Sentana, Enrique & Amengual, Dante, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
- Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
- Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020.
"Testing distributional assumptions using a continuum of moments,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017. "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers wp2017_1709, CEMFI.
- Martín Almuzara & Dante Amengual & Enrique Sentana, 2019.
"Normality tests for latent variables,"
Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.
- Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017. "Normality Tests for Latent Variables," Working Papers wp2017_1708, CEMFI.
- Amengual, Dante & Xiu, Dacheng, 2018. "Resolution of policy uncertainty and sudden declines in volatility," Journal of Econometrics, Elsevier, vol. 203(2), pages 297-315.
- 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, Oxford University Press, vol. 14(2), pages 248-252.
- 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.
- 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.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012. "Sequential Estimation of Shape Parameters in Multivariate Dynamic Models," Working Papers wp2012_1201, CEMFI.
- Amengual, Dante & Sentana, Enrique, 2010.
"A comparison of mean-variance efficiency tests,"
Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
- Dante Amengual & Enrique Sentana, 2008. "A Comparison of Mean-Variance Efficiency Tests," Working Papers wp2008_0806, CEMFI.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 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.- NEP-ORE: Operations Research (14) 2012-07-01 2015-10-25 2020-07-20 2021-03-08 2021-03-29 2021-03-29 2021-05-31 2021-06-14 2021-06-21 2021-08-23 2021-08-23 2021-10-11 2021-10-18 2021-10-18. Author is listed
- NEP-ECM: Econometrics (11) 2012-07-01 2015-09-11 2015-10-25 2018-11-19 2018-11-19 2020-07-20 2021-03-08 2021-03-29 2021-05-31 2021-08-23 2021-10-11. Author is listed
- NEP-MAC: Macroeconomics (5) 2015-10-25 2018-11-19 2021-10-11 2021-10-18 2021-10-18. Author is listed
- NEP-ETS: Econometric Time Series (4) 2012-07-01 2020-07-20 2021-03-08 2021-10-11
- NEP-AGE: Economics of Ageing (2) 2017-08-20 2019-10-07
- NEP-HEA: Health Economics (2) 2017-08-20 2019-10-07
- NEP-ISF: Islamic Finance (2) 2021-08-23 2021-08-23
- NEP-CWA: Central and Western Asia (1) 2021-10-18
- NEP-RMG: Risk Management (1) 2012-07-01
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Dante Amengual should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.