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Gonzalo, Jesus
10
Mayoral, Laura
9
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3
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1
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1
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1
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OLC EcoSci
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1
Long-range dependence in Spanish political opinion poll series
Dolado, Juan J.
;
Gonzalo, Jesus
;
Mayoral, Laura
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10006969501
Saved in:
2
Wald tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components
Dolado, Juan J.
;
Gonzalo, Jesus
;
Mayoral, Laura
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009949932
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3
A Fractional Dickey-Fuller Test for Unit Roots
Dolado, Juan J.
;
Gonzalo, Jesus
;
Mayoral, Laura
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1963-2006
Persistent link: https://www.econbiz.de/10006766583
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4
Histéresis y fluctuaciones economicas (España, 1976-1994)
Dolado, Juan Jose
;
Lopez-Salido, Jose David
- In:
Moneda y crédito : revista de economía
(
1996
)
202
,
pp. 117-148
Persistent link: https://www.econbiz.de/10008049981
Saved in:
5
Pitfalls in testing for long run relationships
Gonzalo, Jesus
;
Lee, Tae-Hwy
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10006788945
Saved in:
6
Estimation of Common Long-Memory Components in Cointegrated Systems
Gonzalo, Jesus
;
Granger, Clive
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 27-36
Persistent link: https://www.econbiz.de/10008223881
Saved in:
7
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Gonzalo, Jesus
;
Ng, Serena
- In:
Journal of economic dynamics & control
25
(
2001
)
10
,
pp. 1527-1546
Persistent link: https://www.econbiz.de/10006774050
Saved in:
8
On The Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors
Gonzalo, Jesus
;
Pitarakis, Jean-Yues
- In:
International economic review
39
(
1998
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10007360447
Saved in:
9
Large shocks vs. small shocks. (Or does size matter? May be so.)
Gonzalo, Jesus
;
Martinez, Oscar
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 311-348
Persistent link: https://www.econbiz.de/10007279936
Saved in:
10
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10007279948
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