1. A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

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2. Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile. (2015). Medel, Carlos A..
   In: Working Papers Central Bank of Chile.
   RePEc:chb:bcchwp:769.

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3. On the Existence of Strongly Consistent Indirect Estimators When the Binding Function Is Compact Valued. (2013). Arvanitis, Stelios.
   In: Journal of Mathematics.
   RePEc:hin:jjmath:515830.

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4. Indirect likelihood inference. (2011). Kristensen, Dennis ; Creel, Michael.
   In: UFAE and IAE Working Papers.
   RePEc:aub:autbar:874.11.

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1. Chumacero, R. (1997). “Finite Sample Properties of the Efficient Method of Moments.” Studies in Nonlinear Dynamics and Econometrics 2, 35-51.

2. Galbraith, J. and V. Zinde-Walsh. (1997). “On Simple Auto-Regressive-Based Estimation and Identification Techniques for ARMA Models.” Biometrika 69, 81-94.
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3. Gallant, R. and G. Tauchen. (1999). “The Relative Efficiency of Method of Moments Estimators.” Journal of Econometrics 92, 149-172.

4. Ghysels, E., L. Khalaf, and C. Vodounou. (1994). “Simulation Based Inference in Moving Average Models.” Manuscript. CIRANO.
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5. Hamilton, J. (1994). Time Series Analysis. Princeton University Press.
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6. Hansen, L. P. (1982). “Large Sample Properties of Generalized Method of Moments Estimators”. Econometrica 50, 1029-1053.

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8. Octubre 2000 DTBC-80 How Does Pension Reform Affect Savings and Welfare Rodrigo Cifuentes Octubre 2000 DTBC-79 Evolución del Consumo y Compras de Bienes Durables en Chile, 1981-1999 Francisco Gallego y Raimundo Soto Septiembre 2000 DTBC-78 Monetary Policy in Latin America in The 90s Vittorio Corbo Agosto 2000 DTBC-77 Optimal Monetary Policy Rules when The Current Account Matters Juan Pablo Medina y Rodrigo Valdés Agosto 2000 DTBC-76 Value At Risk Ajustado por Liquidez: Una Aplicación a los Bonos Soberanos Chilenos Christian A. Johnson Julio 2000 DTBC-75 Financial Structure in Chile: Macroeconomic Developments and Microeconomic Effects Francisco Gallego y Norman Loayza Julio

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10. Tauchen, G. (1996). “New Minimum Chi-Square Methods in Empirical Finance.” Manuscript. Duke University.
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1. PML versus minimum $${\chi }^{2}$$ χ 2 : the comeback. (2023). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante.
   In: SERIEs: Journal of the Spanish Economic Association.
   RePEc:spr:series:v:14:y:2023:i:3:d:10.1007_s13209-023-00280-4.

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2. Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

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3. How Can Asset Prices Value Exchange Rate Wedges?. (2022). Liu, Edith ; Lewis, Karen.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2022-75.

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4. PML vs minimum ? 2 : the comeback. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2022_2210.

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5. One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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6. Volatility-related exchange traded assets: an econometric investigation. (2015). Sentana, Enrique ; Mencia, Javier.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10444.

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7. Volatility-Related Exchange Traded Assets: An Econometric Investigation. (2015). Sentana, Enrique ; Mencia, Javier.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2015_1501.

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8. Indirect Inference in fractional short-term interest rate diffusions. (2013). Laurini, Márcio ; Hotta, Luiz.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:94:y:2013:i:c:p:109-126.

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9. A Toolkit for Analyzing Alternative Policies in the Chilean Economy. (2010). Chumacero, Romulo ; Romulo, Chumacero .
   In: EcoMod2003.
   RePEc:ekd:003307:330700037.

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10. Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments. (2008). .
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:725.08.

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11. Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis. (2007). Zerilli, Paola.
    In: Discussion Papers.
    RePEc:yor:yorken:07/08.

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12. Parametric properties of semi-nonparametric distributions, with applications to option valuation. (2007). Sentana, Enrique ; Mencia, Javier ; Leon, Angel.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24496.

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13. Are Feedback Factors Important in Modeling Financial Data?. (2007). Veiga, Helena.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:7:y:2007:i:3-4:p:105-118.

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14. Discontinuities in indirect estimation: An application to EAR models. (2006). Di Iorio, Francesca ; Calzolari, Giorgio.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:8:p:2124-2136.

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15. A two factor long memory stochastic volatility model. (2006). Veiga, Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws061303.

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16. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws060101.

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17. Estimation of stable distributions by indirect inference. (2006). Veredas, David ; Renault, Eric ; Garcia, René.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006112.

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18. Indirect estimation of Markov switching models with endogenous switching. (2005). Otranto, Edoardo ; Di Iorio, Francesca ; Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:22983.

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19. Option pricing and spikes in volatility: theoretical and empirical analysis. (2005). Zerilli, Paola.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:76.

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20. Robust efficient method of moments. (2005). Trojani, Fabio ; Ortelli, Claudio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:1:p:69-97.

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21. Testing normality: a GMM approach. (2005). Meddahi, Nour ; Bontemps, Christian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:124:y:2005:i:1:p:149-186.

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22. Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation. (2005). Sentana, Enrique ; Mencia, Javier ; Leon, ngel .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5435.

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23. A Toolkit for Analyzing Alternative Policies in the Chilean Economy. (2005). Chumacero, Romulo A..
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v09c08pp261-302.

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24. Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile. (2004). Jara, Dante.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412010.

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25. Regime-shifts, risk premiums in the term structure, and the business cycle. (2003). Zhou, Hao ; Tauchen, George ; Bansal, Ravi.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-21.

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26. A Toolkit for Analyzing Alternative Policies in The Chilean Economy. (2003). Chumacero, Romulo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:241.

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27. Which Model for the Italian Interest Rates?. (2002). Renò, Roberto ; M. Gentile, R. Reno, ; Dosi, Giovanni ; Castaldi, Carolina.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2002/02.

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28. Testing Normality : A GMM Approach. (2002). Meddahi, Nour ; Bontemps, Christian.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-14.

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29. Cross-validated SNP density estimates. (2002). Gallant, A. ; Coppejans, Mark.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:1:p:27-65.

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30. Simulated Score Methods and Indirect Inference for Continuous-time Models. (2002). Tauchen, George ; Gallant, A..
    In: Working Papers.
    RePEc:duk:dukeec:02-09.

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31. Testing Normality: A GMM Approach. (2002). Meddahi, Nour ; Bontemps, Christian.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-63.

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32. Term Structure of Interest Rates with Regime Shifts. (2002). Bansal, Ravi.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:5:p:1997-2043.

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33. An Eigenfunction Approach for Volatility Modeling.. (2001). Meddahi, Nour.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2001-29.

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34. An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-70.

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35. Estimating ARMA Models Efficiently. (2001). Chumacero, Romulo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:92.

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36. Estimating ARMA Models Efficiently. (2001). Chumacero, Romulo.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:5:y:2001:i:2:n:1.

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37. A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model. (2000). Zhou, Hao.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2000-45.

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38. Estimating Stationary ARMA Models Efficiently. (1999). Chumacero, Romulo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1333.

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39. The relative efficiency of method of moments estimators1. (1999). Tauchen, George ; Gallant, A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:92:y:1999:i:1:p:149-172.

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