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Non-Gaussian log-periodogram regression

Velasco, Carlos - In: Econometric theory 16 (2000) 1, pp. 44-79

Persistent link: https://www.econbiz.de/10001568489

Residual log-periodogram inference for long-run relationships

Hassler, Uwe; Mármol, Francesc; Velasco, Carlos - 2002

Persistent link: https://www.econbiz.de/10001751669

Trend stationarity versus long-range dependence in time series analysis

Marmol, Francese; Velasco, Carlos - In: Journal of econometrics 108 (2002) 1, pp. 25-42

Persistent link: https://www.econbiz.de/10001656499

Sign tests for long-memory time series

Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 128 (2005) 2, pp. 215-251

Persistent link: https://www.econbiz.de/10003091283

A simple test of normality for time series

Lobato, Ignacio N.; Velasco, Carlos - In: Econometric theory 20 (2004) 4, pp. 671-689

Persistent link: https://www.econbiz.de/10002163046

Specification Tests of Parametric Dynamic Conditional Quantiles

Escanciano, Juan Carlos; Velasco, Carlos - 2008

This article proposes omnibus specification tests of parametric dynamic quantile regression models. Contrary to the existing procedures, we allow for a flexible and general specification framework where a possibly continuum of quantiles are simultaneously specified. This is the case for many...

Persistent link: https://www.econbiz.de/10014215702