Alvaro Escribano : Citation Profile


Are you Alvaro Escribano?

Universidad Carlos III de Madrid

12

H index

13

i10 index

601

Citations

RESEARCH PRODUCTION:

34

Articles

76

Papers

RESEARCH ACTIVITY:

   32 years (1987 - 2019). See details.
   Cites by year: 18
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 49 (7.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pes1
   Updated: 2019-09-14    RAS profile: 2019-08-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Blazsek, Szabolcs (12)

Sucarrat, Genaro (3)

Ayala, Astrid (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alvaro Escribano.

Is cited by:

Milas, Costas (17)

Francq, Christian (14)

Panagiotidis, Theodore (14)

Legrenzi, Gabriella (13)

Otero, Jesus (10)

Dufrénot, Gilles (10)

Mignon, Valérie (10)

Sucarrat, Genaro (9)

Hurn, Stan (8)

Pelagatti, Matteo (7)

Stucchi, Rodolfo (7)

Cites to:

Blazsek, Szabolcs (41)

Phillips, Peter (34)

Bollerslev, Tim (26)

Jaffe, Adam (26)

Hall, Bronwyn (26)

Lucas, Andre (26)

Perron, Pierre (26)

Engle, Robert (25)

Granger, Clive (25)

Blundell, Richard (23)

Sucarrat, Genaro (22)

Main data


Where Alvaro Escribano has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Journal of Time Series Analysis3
Journal of Applied Econometrics2
Research Policy2
Spanish Economic Review2
The European Journal of Finance2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía32
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
Policy Research Working Paper Series / The World Bank3
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
MPRA Paper / University Library of Munich, Germany3
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2
Working Papers / Instituto Madrileo de Estudios Avanzados (IMDEA) Ciencias Sociales2

Recent works citing Alvaro Escribano (2019 and 2018)


YearTitle of citing document
2018Do Korean Exports Have Different Patterns over Different Regimes?: New Evidence from STAR-VECM. (2018). Kim, Sei-Wan ; Choi, Moon Jung. In: Working Papers. RePEc:bok:wpaper:1830.

Full description at Econpapers || Download paper

2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

Full description at Econpapers || Download paper

2018Obstacles to innovation and external sourcing of knowledge: Evidence for German and Spanish firms. (2018). Tamayo Plata, Mery ; Huergo, Elena ; Gomez, Estefania. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:016257.

Full description at Econpapers || Download paper

2019Investment Climate Effects on Alternative Firm-Level Productivity Measures. (2019). Pena, Jorge ; Escribano, Alvaro ; Guasch, Luis J. In: UC3M Working papers. Economics. RePEc:cte:werepe:28639.

Full description at Econpapers || Download paper

2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

Full description at Econpapers || Download paper

2017Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market. (2017). Zarraga, Ainhoa ; Ciarreta, Aitor ; Muniainy, Peru . In: ISER Discussion Paper. RePEc:dpr:wpaper:0991.

Full description at Econpapers || Download paper

2019A higher-order Markov chain-modulated model for electricity spot-price dynamics. (2019). Xiong, Heng ; Mamon, Rogemar. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:495-515.

Full description at Econpapers || Download paper

2017Google search keywords that best predict energy price volatility. (2017). Afkhami, Mohamad ; Ghoddusi, Hamed ; Cormack, Lindsey. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:17-27.

Full description at Econpapers || Download paper

2017Investing in vertical integration: electricity retail market participation. (2017). Fiuza, Gabriel Godofredo ; Daglish, Toby . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:355-365.

Full description at Econpapers || Download paper

2017Risk-minimisation in electricity markets: Fixed price, unknown consumption. (2017). Tegner, Martin ; Poulsen, Rolf ; Skajaa, Anders ; Ernstsen, Rune Ramsdal. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:423-439.

Full description at Econpapers || Download paper

2017Electricity prices, large-scale renewable integration, and policy implications. (2017). Serletis, Apostolos ; Kyritsis, Evangelos ; Andersson, Jonas . In: Energy Policy. RePEc:eee:enepol:v:101:y:2017:i:c:p:550-560.

Full description at Econpapers || Download paper

2018European power markets–A journey towards efficiency. (2018). Morales, Lucia ; Hanly, Jim. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:78-85.

Full description at Econpapers || Download paper

2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

Full description at Econpapers || Download paper

2018Unravelling the link between process innovation inputs and outputs: The moderating role of family management. (2018). Dieguez-Soto, Julio ; Manzaneque, Montserrat ; Garrido-Moreno, Aurora. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:2:p:114-127.

Full description at Econpapers || Download paper

2018What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. (2018). Petitjean, Mikael. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:9-14.

Full description at Econpapers || Download paper

2019What drives biopharmaceutical firms exploratory openness? A comparative process tracing approach to the analysis of R&D microfoundations. (2019). Spena, Tiziana Russo ; di Paola, Nadia. In: Journal of Business Research. RePEc:eee:jbrese:v:97:y:2019:i:c:p:94-103.

Full description at Econpapers || Download paper

2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

Full description at Econpapers || Download paper

2018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

Full description at Econpapers || Download paper

2017Revisiting the techno-economic analysis process for building-mounted, grid-connected solar photovoltaic systems: Part one – Review. (2017). Sommerfeldt, Nelson ; Madani, Hatef. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:1379-1393.

Full description at Econpapers || Download paper

2017Revisiting the techno-economic analysis process for building-mounted, grid-connected solar photovoltaic systems: Part two - Application. (2017). Sommerfeldt, Nelson ; Madani, Hatef. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:1394-1404.

Full description at Econpapers || Download paper

2018Innovation intermediaries and collaboration: Knowledge–based practices and internal value creation. (2018). de Silva, Muthu ; Meyer, Martin ; Howells, Jeremy . In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:1:p:70-87.

Full description at Econpapers || Download paper

2018R&D subsidies & external collaborative breadth: Differential gains and the role of collaboration experience. (2018). Chapman, Gary ; Afcha, Sergio ; Lucena, Abel. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:3:p:623-636.

Full description at Econpapers || Download paper

2018Nonlinear capital market payoffs to science-led innovation. (2018). Mama, Houdou Basse. In: Research Policy. RePEc:eee:respol:v:47:y:2018:i:6:p:1084-1095.

Full description at Econpapers || Download paper

2019Persistent heterogeneity of R&D intensities within sectors: Evidence and policy implications. (2019). Coad, Alex. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:1:p:37-50.

Full description at Econpapers || Download paper

2019Human capital and innovation: the importance of the optimal organizational task structure. (2019). Lima, Francisco ; de Faria, Pedro ; Fonseca, Tiago. In: Research Policy. RePEc:eee:respol:v:48:y:2019:i:3:p:616-627.

Full description at Econpapers || Download paper

2019Determining factors of interregional research collaboration in Germanys biotech network: Capacity, proximity, policy?. (2019). Mitze, Timo ; Strotebeck, Falk. In: Technovation. RePEc:eee:techno:v:80-81:y:2019:i::p:40-53.

Full description at Econpapers || Download paper

2019Life after incubation: The impact of entrepreneurial universities on the long-term performance of their spin-offs. (2019). van Geenhuizen, Marina ; Soetanto, Danny. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:263-276.

Full description at Econpapers || Download paper

2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

Full description at Econpapers || Download paper

2019Exploring the effects of inter-firm linkages on SMEs open innovation from an ecosystem perspective: An empirical study of Chinese manufacturing SMEs. (2019). Zhang, Tao ; Mei, Liang ; Chen, Jin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:144:y:2019:i:c:p:118-128.

Full description at Econpapers || Download paper

2019Knowledge relationships of university spin-off firms: Contrasting dynamics in global reach. (2019). van Geenhuizen, Marina ; Taheri, Mozhdeh . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:144:y:2019:i:c:p:193-204.

Full description at Econpapers || Download paper

2018The long-run relationships between transport energy consumption, transport infrastructure, and economic growth in MENA countries. (2018). Shahbaz, Muhammad ; Akhtar, Pervaiz ; Saidi, Samir. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:111:y:2018:i:c:p:78-95.

Full description at Econpapers || Download paper

2018A looming revolution: Implications of self-generation for the risk exposure of retailers. (2018). Bertsch, Valentin ; Russo, Marianna. In: Papers. RePEc:esr:wpaper:wp597.

Full description at Econpapers || Download paper

2018Evaluation of the Adaptability of the Ukrainian Economy to Changes in Prices for Energy Carriers and to Energy Market Risks. (2018). Yemelyanov, Olexandr ; Lesyk, Lilia ; Petrushka, Tetyana ; Symak, Anastasiya. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3529-:d:191459.

Full description at Econpapers || Download paper

2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

Full description at Econpapers || Download paper

2018The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates. (2018). Fink, Holger ; Port, Henry ; Fuest, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:84-:d:164655.

Full description at Econpapers || Download paper

2018The Moderating Effect of Social Innovation in Perspectives of Shared Value Creation in the Educational Sector of Ghana. (2018). Li, Wenyuan ; Mustapha, Salisu ; Musah, Abdul-Aziz Ibn ; Sadick, Mohammed Abubakari. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4216-:d:183097.

Full description at Econpapers || Download paper

2018Impact of Investment Climate on Total Factor Productivity of Manufacturing Firms in Vietnam. (2018). Yoshida, Yuichiro ; Que, Mai Thanh ; Trung, Bui Huy ; Xuan, Tran Dang ; Giang, Mai Huong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4815-:d:191128.

Full description at Econpapers || Download paper

2018The Spatial Analysis of Regional Innovation Performance and Industry-University-Research Institution Collaborative Innovation—An Empirical Study of Chinese Provincial Data. (2018). Wang, XU ; Fang, Siran ; Zhang, Fang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1243-:d:141871.

Full description at Econpapers || Download paper

2019Improving Enterprises’ Cross-Border M&A Sustainability in the Globalization Age—Research on Acquisition and Application of the Foreign Experience. (2019). Ali, N ; Mi, Jie ; Lin, Runhui ; Xie, Zaiyang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3180-:d:237699.

Full description at Econpapers || Download paper

2019Understanding the Double-Level Influence of Guanxi on Construction Innovation in China: The Mediating Role of Interpersonal Knowledge Sharing and the Cross-Level Moderating Role of Inter-Organizationa. (2019). Jin, Ruoyu ; Zou, Yang ; Wang, Mengjun ; Qian, Yingmiao ; Yuan, Ruijia. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1657-:d:215281.

Full description at Econpapers || Download paper

2019Network Position Advantage and Technological Innovation of China’s New Energy Vehicle Based on the Perspective of Network Theory. (2019). Shi, Xiu ; Wang, Jun-Peng ; Hou, Guang-Ming ; Jing, Rui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2098-:d:221021.

Full description at Econpapers || Download paper

2018The influence of renewables on electricity price forecasting: a robust approach. (2018). Grossi, Luigi ; Nan, Fany . In: Working Papers. RePEc:ieb:wpaper:doc2018-10.

Full description at Econpapers || Download paper

2018Patent value and the Tobin’s q ratio in media services. (2018). Harrigan, Kathryn Rudie ; Marku, Elona ; Guardo, Maria Chiara . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:1:d:10.1007_s10961-017-9564-1.

Full description at Econpapers || Download paper

2018Assessing the relationship between R&D subsidy, R&D cooperation and absorptive capacity: an investigation on the manufacturing Spanish case. (2018). Guisado-Gonzalez, Manuel ; Guisado-Tato, Manuel ; Coca-Perez, Jose Luis ; Gonzalez-Blanco, Jennifer. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:6:d:10.1007_s10961-017-9579-7.

Full description at Econpapers || Download paper

2018University-industry collaborations and product innovation performance: the moderating effects of absorptive capacity and innovation competencies. (2018). Kobarg, Sebastian ; Welpe, Isabell M ; Stumpf-Wollersheim, Jutta. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:6:d:10.1007_s10961-017-9583-y.

Full description at Econpapers || Download paper

2018Absorptive capacity in New Zealand firms: Measurement and importance. (2018). Le, Trinh ; Harris, Richard. In: Working Papers. RePEc:mtu:wpaper:18_01.

Full description at Econpapers || Download paper

2019Asymmetric additionalities between R&D outsourcing locations. (2019). Huergo, Elena ; Garcia-Vega, Maria. In: Discussion Papers. RePEc:not:notgep:2019-08.

Full description at Econpapers || Download paper

2018Innovation in risky markets: ownership and location advantages in the UK regions. (2018). Gagliardi, Luisa ; Iammarino, Simona. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:18:y:2018:i:5:p:1177-1201..

Full description at Econpapers || Download paper

2018An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2018). Francq, Christian ; Sucarrat, Genaro. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:129-154..

Full description at Econpapers || Download paper

2018The Long-Run Relationship between Transport Energy Consumption and Transport Infrastructure on Economic Growth in MENA Countries. (2018). Shahbaz, Muhammad ; Akhtar, Pervaiz ; Samir, Saidi. In: MPRA Paper. RePEc:pra:mprapa:85037.

Full description at Econpapers || Download paper

2018Linear and Nonlinear Attractors in Purchasing Power Parity. (2018). Moosa, Imad A ; Ma, Ming. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0825.

Full description at Econpapers || Download paper

2018The non-linear nature of country risk and its implications for DSGE models. (2018). Kotłowski, Jacek ; Brzoza-Brzezina, Michal. In: Working Papers. RePEc:sgh:kaewps:2018035.

Full description at Econpapers || Download paper

2018Does absorptive capacity determine collaboration returns to innovation? A geographical dimension. (2018). Badillo Enciso, Erika ; Moreno, Rosina. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:3:d:10.1007_s00168-015-0696-7.

Full description at Econpapers || Download paper

2018Analysis of electricity prices for Central American countries using dynamic conditional score models. (2018). Blazsek, Szabolcs ; Hernandez, Hector. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1341-3.

Full description at Econpapers || Download paper

2018Fostering distributed business logic in Open Collaborative Networks: an integrated approach based on semantic and swarm coordination. (2018). appio, francesco ; Vaglini, Gigliola ; Martini, Antonella ; Lazzeri, Alessandro ; Mario, . In: Information Systems Frontiers. RePEc:spr:infosf:v:20:y:2018:i:3:d:10.1007_s10796-016-9691-5.

Full description at Econpapers || Download paper

2018Analysis of the influence of the environment, stakeholder integration capability, absorptive capacity, and technological skills on organizational performance through corporate entrepreneurship. (2018). Garcia-Sanchez, Encarnacion ; Martin-Rojas, Rodrigo ; Garcia-Morales, Victor Jesus . In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:14:y:2018:i:2:d:10.1007_s11365-017-0436-9.

Full description at Econpapers || Download paper

2018Role of human resource practices in absorptive capacity and R&D cooperation. (2018). Roy, Ipsita. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:4:d:10.1007_s00191-018-0573-5.

Full description at Econpapers || Download paper

2017Robust Dickey–Fuller tests based on ranks for time series with additive outliers. (2017). Boistard, H ; Bourguignon, M ; Levy-Leduc, C ; Reisen, V A. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0594-8.

Full description at Econpapers || Download paper

2018Goodness-of-fit tests for Log-GARCH and EGARCH models. (2018). Zakoian, Jean-Michel ; Francq, Christian ; Wintenberger, Olivier. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-016-0506-2.

Full description at Econpapers || Download paper

2019Does Military Spending Nonlinearly Affect Economic Growth in South Africa?. (2019). Phiri, Andrew. In: Defence and Peace Economics. RePEc:taf:defpea:v:30:y:2019:i:4:p:474-487.

Full description at Econpapers || Download paper

2018Pairs trading with a mean-reverting jump–diffusion model on high-frequency data. (2018). Endres, Sylvia ; Stubinger, Johannes. In: Quantitative Finance. RePEc:taf:quantf:v:18:y:2018:i:10:p:1735-1751.

Full description at Econpapers || Download paper

2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

Full description at Econpapers || Download paper

2017Models with Short-Term Variations and Long-Term Dynamics in Risk Management of Commodity Derivatives. (2017). Guo, Zi-Yi. In: EconStor Preprints. RePEc:zbw:esprep:167619.

Full description at Econpapers || Download paper

2017Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. (2017). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:102017.

Full description at Econpapers || Download paper

Works by Alvaro Escribano:


YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article6
1993Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2002Nonlinear error correction models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article32
2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2006Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article19
2000 Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article2
2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article119
2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119
paper
2012Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article8
2018Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article7
1997Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2003IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers.
[Full Text][Citation analysis]
paper32
1997Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
1997IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
1987Co-integration, time co-trends and error-correction systems: an alternative approach In: CORE Discussion Papers.
[Citation analysis]
paper5
1987Error-correction systems: nonlinear adjustments to linear long-run relationships In: CORE Discussion Papers.
[Citation analysis]
paper5
2002Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. Economía. DE.
[Full Text][Citation analysis]
paper0
1995Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]
paper0
1995Evaluación del PcGive Professional 8: el punto de vista de un usuario In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]
paper0
1997Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]
paper0
1999How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB.
[Full Text][Citation analysis]
paper0
2000BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB.
[Full Text][Citation analysis]
paper1
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2018Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2016Score-driven dynamic patent count panel data models.(2016) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2017Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2018Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
1991Nonlinear error correction, asymmetric adjusment and cointegration In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper28
1998Non-linear error correction, asymmetric adjustment and cointegration.(1998) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
article
2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2019Efectos de la digitalización y la productividad en la economía española : una comparación internacional In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2000Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2000Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper1
2008Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper4
2008Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper5
2008Investment climate and firm’s economic performance: econometric methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper1
2008Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper12
2011Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2009Automated financial multi-path GETS modelling In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2009Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper3
2010Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005.(2010) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2010Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys.(2010) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper2
2010Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2010Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010The power log-GARCH model In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper6
2010An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2011EU Patent System: to be or not to be? In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2012Robust investment climate effects on alternative firm-level productivity measures In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper2
2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2015Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2002Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper1
1998The Spanish 1898 disaster: the drift towards national-protectionism In: IFCS - Working Papers in Economic History.WH.
[Full Text][Citation analysis]
paper1
1998The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism.(1998) In: Revista de Historia Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2000Outliers robust ECM cointegration test based on the trend components In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper4
2004Outliers - robust ECM cointegration tests based on the trend components.(2004) In: Spanish Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
1998Cointegration testing using the ranges In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1998A characterization of cointegrating relationships using induced-order statistics In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1993Asymmetric and time-varying error-correction: an application to labour demand in the UK In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1995Investigating the relationship between gold and silver prices In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper25
1996Nonlinear cointegration and nonlinear error correction In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper8
1998Detrending procedures and cointegration testing: ECM tests under structural breaks In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1998Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper4
2006Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test.(2006) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
1995Nonlinear time series models: consistency and asymptotic normality of nls under new conditions In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper2
1997Nonlinear cointegration with mixing errors In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper5
1997Testing nonlinearity: decision rules for selecting between logistic and exponential star models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper23
2001Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models.(2001) In: Spanish Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
1997Searching for linear and nonlinear cointegration: a new approach In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
1999A new instrumental variable approach for estimation and testing in fractional cointegrating regressions In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2000Syncronicity between macroeconomic time series: an exploratory analysis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2000A model free cointegration approach for pairs of I(d) variables In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2003Range unit root tests In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2003Cointegration tests based on record counting statistics In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2004A range unit root test In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper0
2002INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]
article5
2004NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878 2000) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article12
2016Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
2013Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2016Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1996Editors introduction: Asymmetries and nonlinearities in dynamic economic models In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2004Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article6
2009Managing external knowledge flows: The moderating role of absorptive capacity In: Research Policy.
[Full Text][Citation analysis]
article114
2017The impact of health research on length of stay in Spanish public hospitals In: Research Policy.
[Full Text][Citation analysis]
article0
1998Nonlinearities and outliers: robust specification of STAR models In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper2
1999Predicción y análisis de funciones de exportación e importación en España In: Investigaciones Economicas.
[Full Text][Citation analysis]
article1
2011Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations In: Working Papers.
[Full Text][Citation analysis]
paper1
1995PcGive Professional 8: A Review. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2007The Econometrics of Industrial Organization In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article1
2014Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
article11
2008Testing for cointegration using induced-order statistics In: Computational Statistics.
[Full Text][Citation analysis]
article0
2006Asymmetries in bid and ask responses to innovations in the trading process In: Empirical Economics.
[Full Text][Citation analysis]
article17
2018A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve In: Applied Economics.
[Full Text][Citation analysis]
article0
2004On the bi-dimensionality of liquidity In: The European Journal of Finance.
[Full Text][Citation analysis]
article4
2018Estimation of log-GARCH models in the presence of zero returns In: The European Journal of Finance.
[Full Text][Citation analysis]
article0
2005Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper43
2009INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team