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- Testing distributional assumptions using a continuum of moments,
with D. Amengual and M. Carrasco, CEMFI Working Paper 1709.
- Dynamic specification tests for static factor models,
with G. Fiorentini, CEMFI Working Paper
0912. (Abstract). (This paper has been largely superseded by Tests for serial dependence in static, non-Gaussian factor models and
Dynamic specification tests for dynamic factor models).
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Last revised: 7th June 2017