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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Mármol, Francesc
Showing results 1 to 14 of 14
| Issue Date | Title | Author(s) | Type | | Oct-1999 | Asymptotic inference for monstationary fractionally integrated processes | Dolado, Juan José [dolado]; Mármol, Francesc | workingPaper |
| 2004 | Asymptotic inference results for multivariate long-memory processes | Dolado, Juan José [dolado]; Mármol, Francesc | article |
| 2001 | Cointegration | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mármol, Francesc | bookPart |
| 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 |
| Jun-1998 | FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes | Dolado, Juan José [dolado]; Mármol, Francesc | workingPaper |
| Sep-1999 | How spurious features arise in case of fractional cointegration | Mármol, Francesc | workingPaper |
| 2002 | Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration | Mármol, Francesc; Escribano, Álvaro [alvaroe]; Aparicio, Felipe M. | article |
| Mar-1997 | Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships | Mármol, Francesc; Reboredo, Juan C. | 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 |
| Mar-1999 | Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances | Krämer, Walter; Mármol, Francesc | workingPaper |
| Nov-1997 | On the properties of the Dickey-Pantula test against fractional alternatives | Dolado, Juan José [dolado]; Mármol, Francesc | article |
| Feb-1997 | On the properties of the Dickey-Pantula test against fractional alternatives | Dolado, Juan José [dolado]; Mármol, Francesc | workingPaper |
| Mar-1999 | The power of residual base tests for cointegration when residuals are fractionally integrated | Krämer, Walter; Mármol, Francesc | workingPaper |
Showing results 1 to 14 of 14
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