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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Velasco, Carlos [cavelas]
Showing results 6 to 25 of 45
| Issue Date | Title | Author(s) | Type | | 1-Oct-2008 | Class Attendance and Academic Performance among Spanish Economics Students | Andrietti, Vincenzo; D´Addazio, Rosaria; Velasco, Carlos [cavelas] | workingPaper |
| Nov-2004 | Consistent testing of cointegrating relationships | Francesc, Marmol; Velasco, Carlos [cavelas] | article |
| Jan-2005 | Distribution free goodness-of-fit tests for linear processes | Delgado, Miguel A. [delgado]; Hidalgo, Javier; Velasco, Carlos [cavelas] | workingPaper |
| 2005 | Distribution free goodness-of-fit tests for linear processes | Delgado, Miguel A. [delgado]; Hidalgo, Javier; Velasco, Carlos [cavelas] | article |
| 2009 | Distribution free specification tests for dynamic linear models | Delgado, Miguel A. [delgado]; Hidalgo, Javier; Velasco, Carlos [cavelas] | article |
| 2008 | Distribution-free tests of fractional cointegration | Velasco, Carlos [cavelas]; Hualde, Javier | article |
| Apr-2010 | A distribution-free transform of the residuals sample autocorrelations with application to model checking | Delgado, Miguel A. [delgado]; Velasco, Carlos [cavelas] | workingPaper |
| May-2000 | Edgeworth expansions for spectral density estimates and studentized sample mean | Velasco, Carlos [cavelas]; Robinson, Peter M. | workingPaper |
| 2001 | Edgeworth expansions for spectral density estimates and studentized sample mean | Velasco, Carlos [cavelas]; Robinson, Peter M. | article |
| Nov-2005 | Efficient wald tests for fractional unit roots | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | workingPaper |
| Mar-2007 | Efficient wald tests for fractional unit roots | Lobato, Ignacio N.; Velasco, Carlos [cavelas] | article |
| May-2003 | Gaussian semi-parametric estimation of fractional cointegration | Velasco, Carlos [cavelas] | article |
| Jan-1999 | Gaussian Semiparametric Estimation of Non-stationary Time Series | Velasco, Carlos [cavelas] | article |
| Jan-1998 | Gaussian semiparametric estimation of non-stationary time series | Velasco, Carlos [cavelas] | workingPaper |
| Sep-2006 | Generalized spectral tests for the martingale difference hypothesis | Escanciano, Juan Carlos; Velasco, Carlos [cavelas] | article |
| Oct-2003 | Generalized spectral tests for the martingale difference hypothesis | Escanciano, Juan Carlos; Velasco, Carlos [cavelas] | workingPaper |
| Feb-1998 | Local cross validation for spectrum bandwidth choice | Velasco, Carlos [cavelas] | workingPaper |
| May-2000 | Local Cross-validation for Spectrum Bandwidth Choice | Velasco, Carlos [cavelas] | article |
| Oct-2000 | Long memory in stock-market trading volume | Ignacio, Lobato N.; Velasco, Carlos [cavelas] | article |
| Nov-2007 | A new class of distribution-free tests for time series models specification | Delgado, Miguel A. [delgado]; Velasco, Carlos [cavelas] | workingPaper; workingPaper |
Showing results 6 to 25 of 45
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