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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Mayoral, Laura
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) | Type | | Sep-2002 | A fractional Dickey-Fuller test for unit roots | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | article |
| Apr-2003 | Long-range dependence in Spanish political opinion poll series | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | article |
| Jan-2008 | Simple Wald tests of the fractional integration parameter : an overview of new results | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
| 2009 | Simple wald tests of the fractional integration parameter: an overview of new results | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | bookPart |
| 21-Dec-2006 | Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
| 25-Jun-2007 | Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
| 2008 | Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | article |
| Sep-2005 | What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks | Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura | workingPaper |
Showing results 1 to 8 of 8
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