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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Aparicio, Felipe M.
Showing results 1 to 19 of 19
| Issue Date | Title | Author(s) | Type | | Feb-2004 | A range unit root test | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe]; García, Ana | workingPaper |
| 1998 | A characterization of cointegrating relationships using induced-order statistics | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe] | workingPaper |
| 1999 | Cointegration: Linearity, Nonlinearity, Outliers and Structural Breaks | Escribano, Álvaro [alvaroe]; Aparicio, Felipe M. | bookPart |
| 1998 | Cointegration testing using the ranges | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe] | workingPaper |
| Oct-2003 | Cointegration tests based on record counting statistics | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe] | workingPaper |
| Apr-1997 | Empirical distributions of stock returns: european securities markets, 1990-95 | Aparicio, Felipe M.; Estrada, Javier | workingPaper |
| Oct-1999 | La enseñanza de Estadística en Ingeniería de Telecomunicaciones | Aparicio, Felipe M. | workingPaper |
| 1998 | Information-Theoretic Analysis of Serial Dependence and Cointegration | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe] | article |
| 2002 | Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration | Mármol, Francesc; Escribano, Álvaro [alvaroe]; Aparicio, Felipe M. | article |
| Jul-2000 | A model free cointegration approach for pairs of I(d) variables | Aparicio, Felipe M.; Arranz, Miguel A.; Escribano, Álvaro [alvaroe] | workingPaper |
| Nov-1998 | Modelling adaptive complex behaviour with an application to the stock markets dynamics | Aparicio, Felipe M. | workingPaper |
| Feb-1999 | A new instrumental variable approach for estimation and testing in fractional cointegrating regressions | Mármol, Francesc; Escribano, Álvaro [alvaroe]; Aparicio, Felipe M. | workingPaper |
| Feb-1999 | A new instrumental variable approach for estimation and testing in fractional cointegrating regressions | Mármol, Francesc; Escribano, Álvaro [alvaroe]; Aparicio, Felipe M. | workingPaper |
| 2006 | Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests | Escribano, Álvaro [alvaroe]; Sipols, Ana E.; Aparicio, Felipe M. | article |
| Oct-2003 | On the record properties of integrated time series | Aparicio, Felipe M. | workingPaper |
| 2006 | Range Unit Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers | Escribano, Álvaro [alvaroe]; Sipols, Ana E.; Aparicio, Felipe M. | article |
| Feb-2003 | Range unit root tests | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe]; García, Ana | workingPaper |
| May-2000 | Syncronicity between macroeconomic time series: an exploratory analysis | Aparicio, Felipe M.; Escribano, Álvaro [alvaroe]; García, Ana | workingPaper |
| Mar-2000 | Universidad y sociedad en los albores del 2000 | Aparicio, Felipe M. | workingPaper |
Showing results 1 to 19 of 19
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