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Nonlinear error correction : the case of money demand in the United Kingdom (1878-2000)
Escribano, Álvaro - In: Macroeconomic dynamics 8 (2004) 1, pp. 76-116
Persistent link: https://www.econbiz.de/10001930635
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Improved Testing and Specification of Smooth Transition Regression Models
Escribano, Álvaro; Jorda, Oscar - 1998
This paper extends previous work in Escribano and Jorda (1997) and introduces new LM specification procedures to choose between Logistic and Exponential Smooth Transition Regression (STR) Models. These procedures are simpler, consistent and more powerful than those previously available in the...
Persistent link: https://www.econbiz.de/10014075643
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Unbiased QML estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro; Escribano, Álvaro - 2013
Persistent link: https://www.econbiz.de/10010476962
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - 2017
Persistent link: https://www.econbiz.de/10011800161
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Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro; Escribano, Álvaro - In: The European journal of finance 24 (2018) 10/12, pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - In: Applied economics 52 (2020) 42, pp. 4621-4638
Persistent link: https://www.econbiz.de/10012298654
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - 2020
Persistent link: https://www.econbiz.de/10012158754
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Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019
Persistent link: https://www.econbiz.de/10012158760
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
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A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve
Escribano, Álvaro; Santos-Martín, M. Teresa; Sipols, … - In: Applied economics 50 (2018) 36, pp. 3966-3978
Persistent link: https://www.econbiz.de/10012060174