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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Arranz, Miguel A.
Showing results 1 to 9 of 9
| Issue Date | Title | Author(s) | Type | | 25-Jul-1998 | Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test | Arranz, Miguel A.; Escribano, Álvaro [alvaroe] | workingPaper |
| 2006 | Bootstrapping Cointegration Tests Under Structural Co-Breaks: A Robust Extended ECM test | Arranz, Miguel A.; Escribano, Álvaro [alvaroe] | article |
| 2000 | Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model | Escribano, Álvaro [alvaroe]; Arranz, Miguel A. | article |
| Feb-1998 | Detrending procedures and cointegration testing: ECM tests under structural breaks | Arranz, Miguel A.; Escribano, Álvaro [alvaroe] | workingPaper |
| 2002 | Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers | Arranz, Miguel A.; Escribano, Álvaro [alvaroe]; Mármol, Francesc | workingPaper |
| Jul-2000 | A model free cointegration approach for pairs of I(d) variables | Aparicio, Felipe M.; Arranz, Miguel A.; Escribano, Álvaro [alvaroe] | workingPaper |
| 2004 | Outlier-Robust ECM Cointegration Tests Based on the Trend Components | Escribano, Álvaro [alvaroe]; Arranz, Miguel A. | article |
| Dec-2000 | Outliers robust ECM cointegration test based on the trend components | Arranz, Miguel A.; Escribano, Álvaro [alvaroe] | workingPaper |
| Jul-1998 | Out-of-sample forecast errors in misspecified perturbed long memory processes | Marmol, Francesc; Arranz, Miguel A. | workingPaper |
Showing results 1 to 9 of 9
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