Narrow search
Showing 1 - 4 of 4
Cover Image
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
Cover Image
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre; Velasco, Carlos - In: Journal of econometrics 196 (2017) 2, pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Cover Image
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 162 (2018), pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
Cover Image
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.; Velasco, Carlos - In: The econometrics journal 25 (2022) 2, pp. 455-476
Persistent link: https://www.econbiz.de/10013253844