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Author

Dante Amengual

Observed name: Amengual, Dante
ORCID: 0000-0002-8727-1019
Observed ORCID: 0000-0002-8727-1019
OpenAlex ID: A5040372529
Consistent Estimation of the Number of Dynamic Factors in a LargeNandTPanel
2006 · Dante Amengual, Mark W Watson · Journal of Business and Economic Statistics · 227
Resolution of policy uncertainty and sudden declines in volatility
2017 · Dante Amengual, Dacheng Xiu · Journal of Econometrics · 151
A comparison of mean–variance efficiency tests
2009 · Dante Amengual, Enrique Sentana · Journal of Econometrics · 40
Is a Normal Copula the Right Copula?
2018 · Dante Amengual, Enrique Sentana · Journal of Business and Economic Statistics · 17
Market-based estimation of stochastic volatility models
2015 · Yacine Aït-Sahalia, Dante Amengual, et al. · Journal of Econometrics · 17
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Sequential estimation of shape parameters in multivariate dynamic models
2013 · Dante Amengual, Gabriele Fiorentini, et al. · Journal of Econometrics · 13
Moment tests of independent components
2021 · Dante Amengual, Gabriele Fiorentini, et al. · SERIEs · 11
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Endogenous health groups and heterogeneous dynamics of the elderly
2021 · Dante Amengual, Jesús Bueren, et al. · Journal of Applied Econometrics · 11
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Testing distributional assumptions using a continuum of moments
2020 · Dante Amengual, Marine Carrasco, et al. · Journal of Econometrics · 11
Normality tests for latent variables
2019 · Martín Almuzara, Dante Amengual, et al. · Quantitative Economics · 11
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Gaussian Rank Correlation and Regression
2022 · Dante Amengual, Enrique Sentana, et al. · Emerald Group Publishing Limited eBooks · 7
The information matrix test for Gaussian mixtures
2026 · Dante Amengual, Gabriele Fiorentini, et al. · Journal of Econometrics · 4
Testing a Large Number of Hypotheses in Approximate Factor Models
2014 · Dante Amengual, Luca Repetto · RePEc: Research Papers in Economics · 4
Specification tests for non-Gaussian structural vector autoregressions
2024 · Dante Amengual, Gabriele Fiorentini, et al. · Journal of Econometrics · 3
Multivariate Hermite polynomials and information matrix tests
2024 · Dante Amengual, Gabriele Fiorentini, et al. · Econometrics and Statistics · 3
GDP Solera: The Ideal Vintage Mix
2024 · Martín Almuzara, Dante Amengual, et al. · Journal of Business and Economic Statistics · 3
Highly irregular serial correlation tests
2024 · Dante Amengual, Xinyue Bei, et al. · Econometrics and Statistics · 3
Hypothesis Tests with a Repeatedly Singular Information Matrix
2020 · Dante Amengual, Xinyue Bei, et al. · RePEc: Research Papers in Economics · 3
Normal but skewed?
2022 · Dante Amengual, Xinyue Bei, et al. · Journal of Applied Econometrics · 2
Information matrix tests for multinomial logit models
2025 · Dante Amengual, Gabriele Fiorentini, et al. · Economics Letters · 1
Score-type tests for normal mixtures
2024 · Dante Amengual, Xinyue Bei, et al. · Journal of Econometrics · 1
PML versus minimum $${\chi }^{2}$$: the comeback
2023 · Dante Amengual, Gabriele Fiorentini, et al. · SERIEs · 1
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Tests for Random Coefficient Variation in Vector Autoregressive Models
2022 · Dante Amengual, Gabriele Fiorentini, et al. · Emerald Group Publishing Limited eBooks · 1
Comments on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference
2015 · Dante Amengual, Enrique Sentana · Journal of Financial Econometrics · 1
Sequential Estimation of Shape Parameters in Multivariate Dynamic Models
2012 · Dante Amengual, Gabriele Fiorentini, et al. · RePEc: Research Papers in Economics · 1
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Works count: 39
Citation count: 547
H-index: 10
I10-index: 10
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