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Engsted, Tom
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29
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17
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8
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7
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6
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5
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Journal of Econometrics
9
Journal of International Money and Finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economics Letters
3
Journal of Business & Economic Statistics
3
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3
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3
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Handbook of Research Methods and Applications in Empirical Macroeconomics
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International Journal of Forecasting
1
International Review of Financial Analysis
1
International journal of forecasting
1
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1
Journal of Financial Econometrics
1
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1
Journal of International Financial Markets, Institutions and Money
1
Journal of Money, Credit and Banking
1
Journal of Policy Modeling
1
Journal of Time Series Econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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RePEc
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ECONIS (ZBW)
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Other ZBW resources
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OLC EcoSci
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1
Wald tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009513621
Saved in:
2
Quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
-
2018
Persistent link: https://www.econbiz.de/10011884747
Saved in:
3
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
4
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
Saved in:
5
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
6
Estimation of characteristics-based quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
;
Pan, Haozi
-
2023
Persistent link: https://www.econbiz.de/10014289399
Saved in:
7
Heterogeneous predictive association of co2 with global warming
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
;
Ramos, Andrey
-
2023
Persistent link: https://www.econbiz.de/10014287166
Saved in:
8
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
9
Detection of additive outliers in seasonal time series
Haldrup, Niels
;
Montañés, Antonio
;
Sansó, Andreu
- In:
Journal of time series econometrics
3
(
2011
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009623570
Saved in:
10
Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003559004
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