Dante Amengual

Gaussian Rank Correlation and Regression

Enrique Sentana, Dante Amengual, Zhanyuan Tian, 2022, Advances in Econometrics.

Consistent Estimation of the Number of Dynamic Factors in a Large N and T Panel

Mark W. Watson, Dante Amengual, M. Watson, 2007 .

A Comparison of Mean-Variance Efficiency Tests

Enrique Sentana, Dante Amengual, Enrique Sentana, 2008 .

Testing a Large Number of Hypotheses in Approximate Factor Models

Dante Amengual, Dante Amengual, Luca Repetto, 2014 .

Sequential estimation of shape parameters in multivariate dynamic models

Gabriele Fiorentini, Enrique Sentana, Dante Amengual, 2012 .