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Testing for multicointegration
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000956058
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Cointegration and aggregation
Gonzalo, Jesús - 1992 - Rev
Persistent link: https://www.econbiz.de/10000854078
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A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Gonzalo, Jesús; Ng, Serena - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1527-1546
Persistent link: https://www.econbiz.de/10001603789
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Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa; Gonzalo, Jesús - In: Journal of econometrics 178 (2014) 1, pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Oxford bulletin of economics and statistics 68 (2006), pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10003229469
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Detecting sparse cointegration
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2024
Persistent link: https://www.econbiz.de/10015395838
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Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: International journal of forecasting 37 (2021) 4, pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296