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Velasco, Carlos
21
Lobato, Ignacio N.
4
Delgado, Miguel A.
3
Avarucci, Marco
2
Marmol, Francesc
2
Robinson, Peter M.
2
Beran, J.
1
Breitung, J.
1
Brown, B.M.
1
Chen, W.W.
1
Delgado, Miguel A
1
Dueker, M.
1
Dunsmuir, W.
1
Engle, R.F.
1
Escanciano, J.Carlos
1
Escanciano, Juan Carlos
1
Flôres, R.G.
1
Granger, C.W.J.
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Hannan, E.J.
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1
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Journal of econometrics
9
Econometric theory
5
Economics letters
2
Journal of the American Statistical Association : JASA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
The econometrics journal
1
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OLC EcoSci
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852
ECONIS (ZBW)
102
EconStor
6
Other ZBW resources
6
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2
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1
Theory and Methods - Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
Velasco, Carlos
;
Robinson, Peter M.
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
452
,
pp. 1229-1243
Persistent link: https://www.econbiz.de/10006622342
Saved in:
2
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
Saved in:
3
Consistent Testing of Cointegrating Relationships
Marmol, Francesc
;
Velasco, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
6
,
pp. 1809-1844
Persistent link: https://www.econbiz.de/10006754934
Saved in:
4
Non-stationary log-periodogram regression
Velasco, Carlos
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 325-372
Persistent link: https://www.econbiz.de/10006785375
Saved in:
5
Long Memory in Stock-Market Trading Volume
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 410-427
Persistent link: https://www.econbiz.de/10008217603
Saved in:
6
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
Delgado, Miguel A
;
Velasco, Carlos
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
495
,
pp. 946-959
Persistent link: https://www.econbiz.de/10009797110
Saved in:
7
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier
;
Velasco, Carlos
;
Beran, J.
;
Breitung, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
Saved in:
8
Power comparison among tests for fractional unit roots
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Economics letters
99
(
2008
)
1
,
pp. 152-154
Persistent link: https://www.econbiz.de/10007988706
Saved in:
9
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
Saved in:
10
Optimal Fractional Dickey-Fuller tests
Lobato, Ignacion
;
Velasco, Carlos
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 492-510
Persistent link: https://www.econbiz.de/10007402521
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