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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Gonzalo, Jesús [jgonzalo]
Showing results 49 to 61 of 61
| Issue Date | Title | Author(s) | Type | | 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 |
| 21-Jun-2006 | Threshold effects in cointegrating relationships | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | workingPaper |
| Nov-2006 | Threshold Effects in Cointegrating Relationships | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | article |
| Feb-2006 | Threshold Effects in Multivariate Error Correction Models | Gonzalo, Jesús [jgonzalo]; Pitarakis, Jean-Yves | bookPart |
| Jan-2003 | Threshold integrated moving average models: does size matter? maybe so | Martínez, Oscar; Gonzalo, Jesús [jgonzalo] | workingPaper |
| Sep-2002 | Threshold stochastic unit root models | Gonzalo, Jesús [jgonzalo]; Montesinos, Raquel | workingPaper |
| Sep-1997 | Threshold unit root models | González, M.; Gonzalo, Jesús [jgonzalo] | workingPaper |
| 25-Jun-2007 | Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
| 2008 | Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | article |
| Sep-2005 | What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
| 2004 | Which extreme values are really extreme? | Gonzalo, Jesús [jgonzalo]; Olmo, José | article |
Showing results 49 to 61 of 61
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