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Estimation of long-run parameters in unbalanced cointegration
Hualde, Javier - In: Journal of econometrics 178 (2014) 2, pp. 761-778
Persistent link: https://www.econbiz.de/10010257663
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Estimation of the cointegrating rank in fractional cointegration
Hualde, Javier - 2012
Persistent link: https://www.econbiz.de/10009703034
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A simple test for the equality of integration orders
Hualde, Javier - In: Economics letters 119 (2013) 3, pp. 233-237
Persistent link: https://www.econbiz.de/10009753855
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Unbalanced cointegration
Hualde, Javier - In: Econometric theory 22 (2006) 5, pp. 765-814
Persistent link: https://www.econbiz.de/10003379092
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, Javier - 2003
Persistent link: https://www.econbiz.de/10001740392
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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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Spatial integration in the Spanish mackerel market
García-Enríquez, Javier; Hualde, Javier; Arteche, Josu; … - In: Journal of agricultural economics 65 (2014) 1, pp. 234-256
Persistent link: https://www.econbiz.de/10010253377
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First stage estimation of fractional cointegration
Hualde, Javier; Iacone, Fabrizio - In: Journal of time series econometrics 4 (2012) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10009623501
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A residual-based ADF test for stationary cointegration in I (2) settings
Gómez Biscarri, Javier; Hualde, Javier - 2014
Persistent link: https://www.econbiz.de/10010425763
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Persistence in nonlinear time series : a nonparametric approach
Escanciano, Juan Carlos (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003806879