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Polynomial regressions and nonsense inference
Ventosa-Santaulària, Daniel; Rodríguez-Caballero, … - 2013
Persistent link: https://www.econbiz.de/10010206202
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Panel data with cross-sectional dependence characterized by a multi-level factor structure
Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011573283
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A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107
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Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre; Haldrup, Niels; … - 2015
Persistent link: https://www.econbiz.de/10011409105
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - 2018
Persistent link: https://www.econbiz.de/10011946466
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Expecting the unexpected : economic growth under stress
González-Rivera, Gloria; Rodríguez-Caballero, Carlos … - 2021
Persistent link: https://www.econbiz.de/10012620757
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Wavelet estimation for dynamic factor models with time-varying loadings
Cataño, Duván Humberto; Rodríguez-Caballero, Carlos … - 2019
Persistent link: https://www.econbiz.de/10012316927
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Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?
Rodríguez-Caballero, Carlos Vladimir; Vera-Valdés, J. … - 2020 - This version: December 6, 2020
Persistent link: https://www.econbiz.de/10012433951
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A simple test for spurious regressions
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2011
Persistent link: https://www.econbiz.de/10009006821
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - 2013
Persistent link: https://www.econbiz.de/10009733569