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LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.; Rachinger, Heiko; Velasco, Carlos - 2020
Persistent link: https://www.econbiz.de/10012321115
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Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J. - 1991
Persistent link: https://www.econbiz.de/10000839214
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Cointegration and unit roots : a survey
Dolado, Juan J.; Jenkinson, Tim; Sosvilla-Rivero, Simón - 1990
Persistent link: https://www.econbiz.de/10000842220
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Cointegration: a survey of recent developments
Dolado, Juan J.; Jenkinson, Tim - 1987
Persistent link: https://www.econbiz.de/10000842222
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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Cointegration and unit roots
Dolado, Juan J. - In: Journal of economic surveys 4 (1990) 3, pp. 249-273
Persistent link: https://www.econbiz.de/10001117994
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Dynamic specification and linear transformations of the autoregressive-distributed lag model
Banerjee, Anindya - In: Oxford bulletin of economics and statistics 52 (1990) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001081616
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Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted
Persistent link: https://www.econbiz.de/10000592333
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Long-range dependence in Spanish political opinion poll series
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura - In: Journal of applied econometrics 18 (2003) 2, pp. 137-155
Persistent link: https://www.econbiz.de/10001754932
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2013
Persistent link: https://www.econbiz.de/10010257860