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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Velasco, Carlos
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) | Type | | 2008 | A Wald Test for the Cointegration Rank in Nonstationary Fractional Systems | Avarucci, Marco; Velasco, Carlos | workingPaper |
| Jul-2012 | Deterministics, initial conditions and breaks in long memory time series | Rachinger, Heiko | doctoralThesis |
| 2009 | Distribution-free specification tests for dynamic linear models | Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos | article |
| Apr-2010 | Distribution-free tests for time series models specification | Delgado, Miguel A. [delgado]; Velasco, Carlos | article |
| Aug-2008 | Specification Tests of Parametric Dynamic Conditional Quantiles | Escanciano, Juan Carlos; Velasco, Carlos | workingPaper |
| Jul-2012 | Three essays on specification testing | Xuexin, Wang | doctoralThesis |
Showing results 1 to 6 of 6
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