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Non-Gaussian log-periodogram regression
Velasco, Carlos - In: Econometric theory 16 (2000) 1, pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 497-539
Persistent link: https://www.econbiz.de/10001589011
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A simple test of normality for time series
Lobato, Ignacio N.; Velasco, Carlos - In: Econometric theory 20 (2004) 4, pp. 671-689
Persistent link: https://www.econbiz.de/10002163046
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Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
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Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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Estimation for dynamic panel data with individual effects
Robinson, Peter M.; Velasco, Carlos - In: Econometric theory 36 (2020) 2, pp. 185-222
Persistent link: https://www.econbiz.de/10012193732