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Generalized spectral tests for the martingale difference hypothesis
Escanciano, J. Carlos; Velasco, Carlos - In: Journal of econometrics 134 (2006) 1, pp. 151-185
Persistent link: https://www.econbiz.de/10003368420
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Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos - In: Journal of econometrics 143 (2008) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
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An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos; Lobato, Ignacio N. - In: Journal of econometrics 151 (2009) 2, pp. 140-150
Persistent link: https://www.econbiz.de/10008899324
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An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos; Lobato, Ignacio N. - In: Journal of econometrics 151 (2009) 2, pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
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Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.; Escanciano, J. Carlos - In: Journal of econometrics 141 (2007) 2, pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
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Sign tests for long-memory time series
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 128 (2005) 2, pp. 215-252
Persistent link: https://www.econbiz.de/10006751077
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Non-stationary log-periodogram regression
Velasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-372
Persistent link: https://www.econbiz.de/10006785375
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Generalized spectral tests for the martingale difference hypothesis
Escanciano, J.Carlos; Velasco, Carlos - In: Journal of econometrics 134 (2006) 1, pp. 151-186
Persistent link: https://www.econbiz.de/10007285969
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Tests for -dependence based on sample splitting methods
Moon, Seongman; Velasco, Carlos - In: Journal of econometrics 173 (2013) 2, pp. 143-159
Persistent link: https://www.econbiz.de/10010073922
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A Wald test for the cointegration rank in nonstationary fractional systems
Avarucci, Marco; Velasco, Carlos - In: Journal of econometrics 151 (2009) 2, pp. 178-190
Persistent link: https://www.econbiz.de/10008899321