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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Marmol, Francesc
Showing results 1 to 11 of 11
| Issue Date | Title | Author(s) | Type | | Sep-1998 | A beveridge-nelson decomposition for fractionally integrated time series | Ariño, Miguel A.; Marmol, Francesc | workingPaper |
| Jan-1998 | Fractional cointegrating regressions in the presence of linear time trends | Hassler, Uwe; Marmol, Francesc | workingPaper |
| Jan-1997 | Fractional integration versus trend stationary in time series analysis | Marmol, Francesc | workingPaper |
| Jun-1998 | Near observational equivalence and fractionally integrated processes | Marmol, Francesc; Reboredo, Juan C. | workingPaper |
| Jul-1998 | Out-of-sample forecast errors in misspecified perturbed long memory processes | Marmol, Francesc; Arranz, Miguel A. | workingPaper |
| Jan-2006 | Residual log-periodogram inference for long-run relationships | Hassler, U.; Marmol, Francesc; Velasco, Carlos [cavelas] | article |
| 2002 | Residual Log-Periodogram Inference for Long-Run-Relationships | Hassler, Uwe; Marmol, Francesc; Velasco, Carlos [cavelas] | workingPaper |
| Jun-1998 | Searching for fractional evidence using combined unit root tests | Marmol, Francesc | workingPaper |
| Jan-1997 | Spurius regression theory with nonstationary fractionally integrated processes | Marmol, Francesc | workingPaper |
| Feb-1998 | The correlogram of a long memory process plus a simple noise | Granger, C.W.J. (Clive William John); Marmol, Francesc | workingPaper |
| May-2002 | Trend stationarity versus long-range dependence in time series analysis | Marmol, Francesc; Velasco, Carlos [cavelas] | article |
Showing results 1 to 11 of 11
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