15
H index
19
i10 index
950
Citations
Alvaro Escribano : Citation Profile
Universidad Carlos III de Madrid | RESEARCH PRODUCTION: 42 Articles 89 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
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36 years (1987 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alvaro Escribano. | Is cited by:
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Main data
Where Alvaro Escribano has published?
Recent works citing Alvaro Escribano (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper |
| 2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
| 2023 | Technology catch?up in agriculture among advanced economies. (2023). Sheng, YU ; Ericson, Kennet ; Manteiga, Carlos Sunyer ; san Juan, Carlos ; Ball, Virgil Eldon. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:18-37. Full description at Econpapers || Download paper |
| 2023 | Technological innovation and stock returns: Innovative skill versus innovative luck. (2023). Johnston, Mitchell ; Angelo, Ben. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:811-832. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Complementarity of additionalities resulting from European Union funds: Perspective of the users of research infrastructures. (2023). Hegerty, Scott ; Lewandowska, Magorzata S ; Kowalski, Arkadiusz M. In: Review of Policy Research. RePEc:bla:revpol:v:40:y:2023:i:2:p:307-331. Full description at Econpapers || Download paper |
| 2023 | Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1. Full description at Econpapers || Download paper |
| 2023 | Specialisation precedes diversification: R&D productivity effects. (2023). Zhou, Peng ; Foreman-Peck, James. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/16. Full description at Econpapers || Download paper |
| 2023 | The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x. Full description at Econpapers || Download paper |
| 2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper |
| 2023 | Threshold effects, technology purchasing, and firm outcomes: An absorptive capacity perspective. (2023). Fang, Hanqing ; Wang, Cizhi ; Yu, Zhu ; Sun, Zhongjuan. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000905. Full description at Econpapers || Download paper |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
| 2023 | Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328. Full description at Econpapers || Download paper |
| 2023 | Rebuilding energy infrastructures and the manufacturing sector in post-conflict countries. (2023). Binetti, Marco Nicola. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005171. Full description at Econpapers || Download paper |
| 2023 | Asymmetric behaviour and the 9-ending pricing of retail gasoline. (2023). Holmes, Mark ; Otero, Jesus. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026524. Full description at Econpapers || Download paper |
| 2023 | Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198. Full description at Econpapers || Download paper |
| 2023 | The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833. Full description at Econpapers || Download paper |
| 2023 | Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101. Full description at Econpapers || Download paper |
| 2023 | The impact of artificial intelligence capabilities on servitization: The moderating role of absorptive capacity-A dynamic capabilities perspective. (2023). Lopez-Tenorio, Pablo J ; Ruiz-Alba, Jose L ; Abou-Foul, Mohamad. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296322010748. Full description at Econpapers || Download paper |
| 2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
| 2023 | Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685. Full description at Econpapers || Download paper |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
| 2023 | Entrepreneurial innovativeness: When too little or too much agglomeration hurts. (2023). Martinez, Marian Garcia ; Sanchez, Mercedes ; Pindado, Emilio. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001469. Full description at Econpapers || Download paper |
| 2023 | Employees entrepreneurial human capital and firm performance. (2023). Lappi, Emma ; Braunerhjelm, Pontus. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:2:s0048733322002244. Full description at Econpapers || Download paper |
| 2023 | Specialisation precedes diversification: R&D productivity effects. (2023). Zhou, Peng ; foreman-peck, james. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:7:s0048733323000926. Full description at Econpapers || Download paper |
| 2023 | An integrated conceptual framework for analysing heterogeneous configurations of absorptive capacity in manufacturing firms with the DUI innovation mode. (2023). Horvat, Djerdj ; Som, Oliver ; Weidner, Nadia. In: Technovation. RePEc:eee:techno:v:121:y:2023:i:c:s0166497222001857. Full description at Econpapers || Download paper |
| 2023 | How upstream innovativeness of ecosystems affects firms innovation: The contingent role of absorptive capacity and upstream dependence. (2023). Qiu, Shumin ; Tang, Fangcheng ; Liu, Xielin ; Dong, Caiting. In: Technovation. RePEc:eee:techno:v:124:y:2023:i:c:s0166497223000469. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Impact of Digital Finance on Manufacturing Technology Innovation: Fixed-Effects and Panel-Threshold Approaches. (2023). Obuobi, Bright ; Tang, Decai ; Chen, Wenya ; Sheng, Xin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11476-:d:1201570. Full description at Econpapers || Download paper |
| 2023 | Rockets and Feathers in the Gasoline Market: Evidence from South Korea. (2023). Lee, Chul-Yong ; Cha, Kyung Soo . In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3815-:d:1074031. Full description at Econpapers || Download paper |
| 2023 | FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series. (2023). Letmathe, Sebastian ; Gries, Thomas ; Feng, Yuanhua. In: Working Papers CIE. RePEc:pdn:ciepap:156. Full description at Econpapers || Download paper |
| 2023 | Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9. Full description at Econpapers || Download paper |
| 2023 | Knowledge Activities of External Knowledge Network and Technological Capability: Evidence from China. (2023). Xie, Fuji ; Zhan, Xiangdong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00894-2. Full description at Econpapers || Download paper |
| 2023 | The Mediating Role of Knowledge Creation Processes in the Relationship Between Social Media and Open Innovation. (2023). Cegarra-Navarro, Juan-Gabriel ; Garrido-Moreno, Aurora ; Ortega-Gutierrez, Jaime ; Cepeda-Carrion, Ignacio. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00949-4. Full description at Econpapers || Download paper |
| 2023 | Measuring open innovation in SMEs: an overview of current research. (2023). Garcia-Perez, Domingo ; Castillo-Vergara, Mauricio ; Carrasco-Carvajal, Omar. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:2:d:10.1007_s11846-022-00533-9. Full description at Econpapers || Download paper |
| 2023 | Artificial Intelligence and Firm Innovation: The Resource-Allocation Perspective.. (2023). Belitski, Maksim ; Colombelli, Alessandra ; Daamico, Elettra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202316. Full description at Econpapers || Download paper |
| 2023 | Digital transformation and corporate innovation: A factor input perspective. (2023). Gong, Cheng ; Liu, Jianmei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:2159-2174. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Alvaro Escribano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 30 |
| 1993 | Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2002 | Nonlinear error correction models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 47 |
| 2001 | Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 1997 | Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2006 | Range Unit?Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 24 |
| 2000 | Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2011 | Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 173 |
| 2002 | Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 173 | paper | |
| 2012 | Automated 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] | article | 10 |
| 2021 | Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 0 |
| 2018 | Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Multivariate Markov-switching score-driven models: an application to the global crude oil market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1998 | Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1997 | Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2003 | IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 1997 | Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 1997 | IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 1987 | Co-integration, time co-trends and error-correction systems: an alternative approach In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 5 |
| 1987 | Error-correction systems: nonlinear adjustments to linear long-run relationships In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 7 |
| 2002 | Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. EconomÃÂa. DE. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Evaluación del PcGive Professional 8: el punto de vista de un usuario In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1999 | How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2000 | BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Score-driven dynamic patent count panel data models.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Seasonal 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] | paper | 0 |
| 1991 | Nonlinear error correction, asymmetric adjusment and cointegration In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Efectos de la digitalización y la productividad en la economÃa española : una comparación internacional In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Co-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] | paper | 1 |
| 2019 | Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Investment Climate Effects on Alternative Firm-Level Productivity Measures In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Transporte, infraestructura y crecimiento económico en España In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | European gasoline markets: price transmission asymmetries in mean and variance In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2020 | European gasoline markets: price transmission asymmetries in mean and variance.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Forecasting gasoline prices with mixed random forest error correction models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A structural analysis of the merit-order effect in the Spanish day-ahead power market In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Robust estimation and forecasting of climate change using score-driven ice-age models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models.(2022) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Score-driven threshold ice-age models: benchmark models for long-run climate forecasts In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts.(2023) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Adverse 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] | paper | 1 |
| 2008 | Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Investment 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] | paper | 7 |
| 2008 | Investment climate and firm’s economic performance: econometric methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Catching 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 nother version. Agregated cites: 12 | paper | |
| 2009 | Automated financial multi-path GETS modelling In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Assessing 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] | paper | 17 |
| 2010 | Assessing 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 nother version. Agregated cites: 17 | paper | |
| 2009 | Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Empirical 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 nother version. Agregated cites: 0 | paper | |
| 2009 | Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Knowledge 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 nother version. Agregated cites: 7 | article | |
| 2010 | Knowledge 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 nother version. Agregated cites: 7 | paper | |
| 2010 | The power log-GARCH model In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | EU Patent System: to be or not to be? In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Robust investment climate effects on alternative firm-level productivity measures In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 1998 | The Spanish 1898 disaster: the drift towards national-protectionism In: IFCS - Working Papers in Economic History.WH. [Full Text][Citation analysis] | paper | 1 |
| 1998 | The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism.(1998) In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2000 | Outliers robust ECM cointegration test based on the trend components In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Outliers - robust ECM cointegration tests based on the trend components.(2004) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1998 | Cointegration testing using the ranges In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | A characterization of cointegrating relationships using induced-order statistics In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Asymmetric 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] | paper | 0 |
| 1995 | Investigating the relationship between gold and silver prices In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 19 |
| 1996 | Nonlinear cointegration and nonlinear error correction In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 9 |
| 1998 | Detrending procedures and cointegration testing: ECM tests under structural breaks In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Bootstrapping 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 nother version. Agregated cites: 4 | article | |
| 1995 | Nonlinear time series models: consistency and asymptotic normality of nls under new conditions In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Nonlinear cointegration with mixing errors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
| 1997 | Testing nonlinearity: decision rules for selecting between logistic and exponential star models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 38 |
| 2001 | Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models.(2001) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 1997 | Searching for linear and nonlinear cointegration: a new approach In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1999 | A new instrumental variable approach for estimation and testing in fractional cointegrating regressions In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Syncronicity between macroeconomic time series: an exploratory analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A model free cointegration approach for pairs of I(d) variables In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Range unit root tests In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2004 | A range unit root test.(2004) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | Cointegration tests based on record counting statistics In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Productivity in Emerging Countries In: Cambridge Books. [Citation analysis] | book | 0 |
| 2002 | INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2004 | NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 18 |
| 2016 | Estimation 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] | article | 20 |
| 2013 | Estimation 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 nother version. Agregated cites: 20 | paper | |
| 1998 | Non-linear error correction, asymmetric adjustment and cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 34 |
| 2016 | Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1996 | Editors introduction: Asymmetries and nonlinearities in dynamic economic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2021 | Mixed random forest, cointegration, and forecasting gasoline prices In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2004 | Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2009 | Managing external knowledge flows: The moderating role of absorptive capacity In: Research Policy. [Full Text][Citation analysis] | article | 202 |
| 2017 | The impact of health research on length of stay in Spanish public hospitals In: Research Policy. [Full Text][Citation analysis] | article | 2 |
| 1998 | Nonlinearities and outliers: robust specification of STAR models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Predicción y análisis de funciones de exportación e importación en España In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 1 |
| 2011 | Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1995 | PcGive Professional 8: A Review. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | The Econometrics of Industrial Organization In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 17 |
| 2008 | Testing for cointegration using induced-order statistics In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Asymmetries in bid and ask responses to innovations in the trading process In: Empirical Economics. [Full Text][Citation analysis] | article | 19 |
| 2008 | Asymmetries in bid and ask responses to innovations in the trading process.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 19 | chapter | |
| 2018 | A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | On the bi-dimensionality of liquidity In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Estimation of log-GARCH models in the presence of zero returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 2005 | Assessing 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] | paper | 85 |
| 2009 | INVESTMENT 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] | article | 2 |
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