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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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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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Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos; Hualde, Javier - 2017
Persistent link: https://www.econbiz.de/10011763135
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Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos; Hualde, Javier - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 453-465
Persistent link: https://www.econbiz.de/10012499091