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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Gonzalo, Jesús [jgonzalo]
Showing results 32 to 51 of 61
| Issue Date | Title | Author(s) | Type | | 2008 | Permanent and transitory components of GDP and stock prices: further analysis | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy; Yang, Weiping | article |
| 25-May-2007 | Permanent and transitory components of GDP and stock prices: further analysis | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy; Yang, Weiping | workingPaper |
| Sep-1998 | Pitfalls in testing for long run relationships | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy | article |
| 2006 | Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger | Swanson, Norman; Elliott, Graham; Ghysels, Eric; Gonzalo, Jesús [jgonzalo] | article |
| Feb-1996 | P-Values for non-standard distributions with an application to the DF test | Adda, Jerome; Gonzalo, Jesús [jgonzalo] | article |
| Jan-1996 | P-values for non-standard distributions with an application to the DF test | Adda, Jerome; Gonzalo, Jesús [jgonzalo] | workingPaper |
| 6-Jul-2012 | The reaction of stock market returns to anticipated unemployment | Gonzalo, Jesús [jgonzalo]; Taamouti, Abderrahim | workingPaper |
| Jul-2011 | The reaction of stock market returns to anticipated unemployment | Gonzalo, Jesús [jgonzalo]; Taamouti, Abderrahim | workingPaper |
| Dec-2010 | Regime specific predictability in predictive regressions | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| 24-May-2012 | Regime-specific predictability in predictive regressions | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Jan-1996 | Relative power of t type tests of stationary and unit root processes | Gonzalo, Jesús [jgonzalo]; Lee, Tae-Hwy | article |
| Jan-2008 | Simple Wald tests of the fractional integration parameter : an overview of new results | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
| 2009 | Simple wald tests of the fractional integration parameter: an overview of new results | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | bookPart |
| Sep-1998 | Specification via model selection in vector error correction models | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| 2005 | Subsampling inference in threshold autoregressive models | Gonzalo, Jesús [jgonzalo]; Wolf, Michael | article |
| Jun-2011 | Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes | Berenguer Rico, Vanessa [vberengu]; Gonzalo, Jesús [jgonzalo] | workingPaper |
| Feb-1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks | Gonzalo, Jesús [jgonzalo]; Ng, Serena | workingPaper |
| Sep-2008 | Testing downside risk efficiency under market distress | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper; workingPaper |
| 14-Nov-1997 | Testing for multicointegration | Engsted, Tom; Gonzalo, Jesús [jgonzalo]; Haldrup, Niels | article |
| 21-Dec-2006 | Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
Showing results 32 to 51 of 61
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