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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
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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. 178-189
Persistent link: https://www.econbiz.de/10008280353
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-222
Persistent link: https://www.econbiz.de/10008455127
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Distribution-free tests for time series models specification
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 155 (2010) 2, pp. 128-138
Persistent link: https://www.econbiz.de/10008391950
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Trend stationarity versus long-range dependence in time series analysis
Marmol, Francese; Velasco, Carlos - In: Journal of econometrics 108 (2002) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10001656499
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Sign tests for long-memory time series
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 128 (2005) 2, pp. 215-251
Persistent link: https://www.econbiz.de/10003091283