| Consistent estimation of the number of dynamic factors in a large N and T panel D Amengual, MW Watson Journal of Business & Economic Statistics 25 (1), 91-96, 2007 | 309 | 2007 |
| Resolution of policy uncertainty and sudden declines in volatility D Amengual, D Xiu Journal of Econometrics 203 (2), 297-315, 2018 | 137 | 2018 |
| The term structure of variance risk premia D Amengual Princeton University, 2009 | 46 | 2009 |
| A comparison of mean–variance efficiency tests D Amengual, E Sentana Journal of Econometrics 154 (1), 16-34, 2010 | 29 | 2010 |
| Sequential estimation of shape parameters in multivariate dynamic models D Amengual, G Fiorentini, E Sentana Journal of Econometrics 177 (2), 233-249, 2013 | 19 | 2013 |
| Is a normal copula the right copula? D Amengual, E Sentana | 17* | 2015 |
| Market-based estimation of stochastic volatility models Y Aït-Sahalia, D Amengual, E Manresa Journal of Econometrics 187 (2), 418-435, 2015 | 15 | 2015 |
| Inference in multivariate dynamic models with elliptical innovations D Amengual, E Sentana mimeo, CEMFI, 2011 | 14 | 2011 |
| Normality tests for latent variables T Almuzara, D Amengual, E Sentana | 7 | 2016 |
| Endogenous Health Groups and Heterogeneous Dynamics of the Elderly D Amengual, J Bueren, JA Crego Health, Econometrics and Data Group (HEDG) Working Papers, 2017 | 6 | 2017 |
| Testing distributional assumptions using a continuum of moments D Amengual, M Carrasco, E Sentana | 5 | 2017 |
| Testing a large number of hypotheses in approximate factor models D Amengual, L Repetto | 4 | 2014 |
| Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference D Amengual, E Sentana Journal of Financial Econometrics 14 (2), 248-252, 2015 | | 2015 |
Dacheng Xiu (修大成)University of Chicago Booth School of BusinessПотвърден имейл адрес: chicagobooth.edu
