14
H index
17
i10 index
873
Citations
Universidad Carlos III de Madrid | 14 H index 17 i10 index 873 Citations RESEARCH PRODUCTION: 41 Articles 89 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
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2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21. Full description at Econpapers || Download paper |
2021 | Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:28-42. Full description at Econpapers || Download paper |
2021 | The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298. Full description at Econpapers || Download paper |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper |
2022 | Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01720. Full description at Econpapers || Download paper |
2022 | Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732. Full description at Econpapers || Download paper |
2022 | A Multivariate Spatial and Spatiotemporal ARCH Model. (2022). Otto, Philipp. In: Papers. RePEc:arx:papers:2204.12472. Full description at Econpapers || Download paper |
2022 | Efficiency of the Moscow Stock Exchange before 2022. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2207.10476. Full description at Econpapers || Download paper |
2021 | Quote dynamics of cross?listed stocks. (2021). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522. Full description at Econpapers || Download paper |
2021 | The Effects of Absorptive Capacity on Innovation Performance: A Cross?country Perspective*. (2021). Harris, Richard ; Moffat, John ; Krenz, Astrid. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:59:y:2021:i:3:p:589-607. Full description at Econpapers || Download paper |
2021 | Organization of R&D outsourcing: Asymmetric cross?effects between locations. (2021). Huergo, Elena ; Vega, Maria Garcia ; GarciaVega, Maria . In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:3:p:503-524. Full description at Econpapers || Download paper |
2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper |
2021 | Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3. Full description at Econpapers || Download paper |
2021 | Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027. Full description at Econpapers || Download paper |
2022 | Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544. Full description at Econpapers || Download paper |
2021 | Accessing the Effect of Renewables on the Wholesale Power Market. (2021). Alam, Mohammad Nure. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-42. Full description at Econpapers || Download paper |
2021 | Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886. Full description at Econpapers || Download paper |
2022 | The reward and contract theories of patents in a model of endogenous growth. (2022). Klein, Michael. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122001003. Full description at Econpapers || Download paper |
2022 | Investment in process innovation in supply chains with knowledge spillovers under innovation uncertainty. (2022). Shen, Houcai ; Niu, Wenju. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1128-1141. Full description at Econpapers || Download paper |
2021 | An analysis of electricity congestion price patterns in North America. (2021). Ibrahim, Zinatu ; Godin, Frederic. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003893. Full description at Econpapers || Download paper |
2022 | Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249. Full description at Econpapers || Download paper |
2021 | Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153. Full description at Econpapers || Download paper |
2021 | Evaluation of a cross-border electricity interconnection: The case of Spain-France. (2021). Chamorro, Jose Manuel ; Abadie, Luis Maria. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014250. Full description at Econpapers || Download paper |
2022 | Impact of wind-hydro dynamics on electricity price: A seasonal spatial econometric analysis. (2022). Sheng, Mingyue Selena ; Yi, Ming ; Sharp, Basil ; Suomalainen, Kiti ; Wen, LE. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221023240. Full description at Econpapers || Download paper |
2022 | Optimal management of a mega pumped hydro storage system under stochastic hourly electricity prices in the Iberian Peninsula. (2022). Goicoechea, Nestor ; Abadie, Luis M. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222008775. Full description at Econpapers || Download paper |
2021 | Complements or substitutes? The contingent role of corporate reputation on the interplay between internal R&D and external knowledge sourcing. (2021). Navas-Lopez, Jose Emilio ; Cruz-Gonzalez, Jorge ; Castro, Gregorio Martin-De ; Delgado-Verde, Miriam . In: European Management Journal. RePEc:eee:eurman:v:39:y:2021:i:1:p:70-83. Full description at Econpapers || Download paper |
2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers || Download paper |
2021 | Identification of volatility proxies as expectations of squared financial returns. (2021). Sucarrat, Genaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1677-1690. Full description at Econpapers || Download paper |
2021 | Foreign interfirm networks and internationalization: Evidence from sub-Saharan Africa. (2021). Mousavi, Mohammad Mahdi ; Henley, John ; Liu, Ling. In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:1:s1075425320305822. Full description at Econpapers || Download paper |
2021 | Knowledge transfer and home-market innovativeness: A comparison of emerging and advanced economy multinationals. (2021). Urbig, Diemo ; Procher, Vivien D ; Steinberg, Philip J ; Volkmann, Christine. In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:4:s1075425321000533. Full description at Econpapers || Download paper |
2021 | Pathways to innovation in Romanian software SMEs: Exploring the impact of interdependencies between internationalisation and knowledge sources. (2021). Crian-Mitra, Catalina ; Yoruk, Esin ; Bunduchi, Raluca ; Salan, Irina-Iulia . In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:4:s1075425321000545. Full description at Econpapers || Download paper |
2021 | Can traditional organizations be digitally transformed by themselves? The moderating role of absorptive capacity and strategic interdependence. (2021). Trichina, Eleni ; Vrontis, Demetris ; Siachou, Evangelia. In: Journal of Business Research. RePEc:eee:jbrese:v:124:y:2021:i:c:p:408-421. Full description at Econpapers || Download paper |
2021 | Qualitative comparative analysis: Configurational paths to innovation performance. (2021). Ulrich, Klaus ; Zheng, LU ; Sendra-Garcia, Javier. In: Journal of Business Research. RePEc:eee:jbrese:v:128:y:2021:i:c:p:83-93. Full description at Econpapers || Download paper |
2022 | Understanding organizational resilience in a platform-based sharing business: The role of absorptive capacity. (2022). Yu, Jiang ; Liu, Martin J ; Luo, Jun ; Yuan, Ruizhi. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:85-99. Full description at Econpapers || Download paper |
2022 | Innovation and misconduct in the pharmaceutical industry. (2022). Stewart, Oscar Jerome ; Troyer, Jennifer L ; Amato, Louis H ; Arnold, Denis G. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:1052-1063. Full description at Econpapers || Download paper |
2022 | Explore how SME family businesses of travel service industry use market knowledge for product innovation. (2022). Huan, Tzung-Cheng ; Chen, Kuan-Yang. In: Journal of Business Research. RePEc:eee:jbrese:v:151:y:2022:i:c:p:519-530. Full description at Econpapers || Download paper |
2022 | Productivity with Endogenous FDI Spillovers: A Novel Estimation Approach. (2022). Tsionas, Mike ; Bournakis, Ioannis. In: International Journal of Production Economics. RePEc:eee:proeco:v:251:y:2022:i:c:s0925527322001396. Full description at Econpapers || Download paper |
2022 | Financial development and renewable energy consumption in Nigeria. (2022). Asongu, Simplice ; Ekesiobi, Chukwunonso ; Madichie, Chekwube V ; Dimnwobi, Stephen Kelechi. In: Renewable Energy. RePEc:eee:renene:v:192:y:2022:i:c:p:668-677. Full description at Econpapers || Download paper |
2021 | Can we estimate a monetary value of scientific publications?. (2021). Rousseau, Sandra ; Daraio, Cinzia ; Catalano, Giuseppe. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:1:s0048733320301918. Full description at Econpapers || Download paper |
2021 | Inbound Open Innovation and Innovation Performance: A Robustness Study. (2021). Galia, Fabrice ; Ebersberger, Bernd ; Salter, Ammon ; Laursen, Keld. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:7:s0048733321000743. Full description at Econpapers || Download paper |
2021 | Innovation performance feedback and technological alliance portfolio diversity: The moderating role of firms’ R&D intensity. (2021). Garcia-Canal, Esteban ; Martinez-Noya, Andrea. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:9:s0048733321001220. Full description at Econpapers || Download paper |
2022 | A question worth a million: The expert, the crowd, or myself? An investigation of problem solving. (2022). Vieth, Sabrina ; Haeussler, Carolin . In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:3:s0048733321002456. Full description at Econpapers || Download paper |
2022 | Global value chains and exchange rate pass-through—The role of non-linearities. (2022). Kotowski, Jacek ; Haka, Aleksandra ; Hagemejer, Jan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:461-478. Full description at Econpapers || Download paper |
2022 | Absorbing knowledge from an emerging field: The role of interfacing by proponents in big pharma. (2022). , Iwan ; van der Sijde, Peter. In: Technovation. RePEc:eee:techno:v:110:y:2022:i:c:s0166497221001449. Full description at Econpapers || Download paper |
2022 | Measuring open innovation practices through topic modelling: Revisiting their impact on firm financial performance. (2022). Chesbrough, Henry ; Lu, Qinli. In: Technovation. RePEc:eee:techno:v:114:y:2022:i:c:s0166497221002157. Full description at Econpapers || Download paper |
2021 | Reacting to the paradigm shift: QCA study of the factors shaping innovation in publishing, information services, advertising and market research activities in the European Union.. (2021). Llopis-Amoros, Maria-Pilar ; Arnal-Pastor, Maria ; Berne-Martinez, J M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520311665. Full description at Econpapers || Download paper |
2021 | Returnee policies in China: Does a strategy of alleviating the financing difficulty of returnee firms promote innovation?. (2021). Guan, Jiancheng ; Zhang, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:164:y:2021:i:c:s0040162520313354. Full description at Econpapers || Download paper |
2021 | Inventor group identification approach for selecting university-industry collaboration partners. (2021). Yoon, Janghyeok ; Ko, Namuk ; Chung, Jaemin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004200. Full description at Econpapers || Download paper |
2022 | Corporate innovation and R&D expenditure disclosures. (2022). Luo, Rongxi ; Gu, Junjian ; Chen, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006636. Full description at Econpapers || Download paper |
2022 | Informal competition and firm level innovation in South Asia: The moderating role of innovation time off and R&D intensity. (2022). Abbas, Sadia ; Adapa, Sujana ; Azeem, Muhammad Masood ; Sheridan, Alison. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002761. Full description at Econpapers || Download paper |
2021 | Optimal degree of openness in open innovation: A perspective from knowledge acquisition & knowledge leakage. (2021). Zhou, Yong ; Han, Zhao'An ; Wu, Haizhen. In: Technology in Society. RePEc:eee:teinso:v:67:y:2021:i:c:s0160791x21002311. Full description at Econpapers || Download paper |
2021 | Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate. (2021). Verne, Jean-Franois . In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:3:p:71-88. Full description at Econpapers || Download paper |
2021 | Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311. Full description at Econpapers || Download paper |
2022 | The Effect of Digitalization on Innovation Capabilities through the Lenses of the Knowledge Management Strategy. (2022). Ramirez, Sergio Sanchez ; Gomez, Fatima Guadamillas ; Gonzalez, Isabel M ; Grieva, Olga. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:4:p:144-:d:953144. Full description at Econpapers || Download paper |
2021 | How Will the Improvements of Electricity Supply Quality in Poor Regions Reduce the Regional Economic Gaps? A Case Study of China. (2021). Wang, Mingming ; Zhang, Boyan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3456-:d:573111. Full description at Econpapers || Download paper |
2021 | Old Wind Farm Life Extension vs. Full Repowering: A Review of Economic Issues and a Stochastic Application for Spain. (2021). Goicoechea, Nestor ; Abadie, Luis M. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3678-:d:578522. Full description at Econpapers || Download paper |
2021 | Synthesis of Alkyl Aliphatic Hydrazine and Application in Crude Oil as Flow Improvers. (2021). Zhang, Huani ; Slan, Michal ; Deng, Qiang ; Chen, Gang ; Du, Weichao ; Li, Yongfei ; Gu, Xuefan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4703-:d:607552. Full description at Econpapers || Download paper |
2021 | Impact of Electrification on African Development-Analysis with Using Grey Systems Theory. (2021). Opatka, Pawe ; Rabczun, Aleksandra ; Nowak, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5181-:d:619269. Full description at Econpapers || Download paper |
2021 | Energy Market Prices in Times of COVID-19: The Case of Electricity and Natural Gas in Spain. (2021). Abadie, Luis M. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1632-:d:517157. Full description at Econpapers || Download paper |
2022 | The Impact of Coskewness and Cokurtosis as Augmentation Factors in Modeling Colombian Electricity Price Returns. (2022). Sarmiento, Julio ; Cayon, Edgardo. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:6930-:d:921619. Full description at Econpapers || Download paper |
2021 | Forecasting Volatility and Tail Risk in Electricity Markets. (2021). Storti, Giuseppe ; Naimoli, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:294-:d:582734. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | A Study on the Impact of R&D Intensity on Business Performance: Evidence from South Korea. (2021). Lee, Su Jin ; Park, Jun-Hwan ; Hahn, Hyuk. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:2:p:135-:d:555657. Full description at Econpapers || Download paper |
2021 | The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach. (2021). Schwerin, Stefan ; Schmeck, Maren Diane. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:100-:d:557359. Full description at Econpapers || Download paper |
2021 | Infrastructure Public–Private Partnership (PPP) Investment and Government Fiscal Expenditure on Science and Technology from the Perspective of Sustainability. (2021). Liu, Chang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6193-:d:566276. Full description at Econpapers || Download paper |
2021 | Knowledge Transfer Performance of Industry-University-Research Institute Collaboration in China: The Moderating Effect of Partner Difference. (2021). Zhu, Guilong ; Li, Zihanxin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13202-:d:690425. Full description at Econpapers || Download paper |
2021 | Business Friendliness: A Double-Edged Sword. (2021). Phan, Phillip ; Sun, Xian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1819-:d:495495. Full description at Econpapers || Download paper |
2022 | Substitution or Complementarity: Influence of Industry–University–Research-Institute Cooperation Governance Mechanism on Knowledge Transfer—An Empirical Analysis from China. (2022). Lan, Jing ; Wan, Ting ; Li, Zihanxin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7606-:d:845236. Full description at Econpapers || Download paper |
2022 | Saudi Non-Oil Exports before and after COVID-19: Historical Impacts of Determinants and Scenario Analysis. (2022). Joutz, Frederick L ; Javid, Muhammad ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2379-:d:753249. Full description at Econpapers || Download paper |
2022 | Managing Knowledge Resources in Family Firms: Opportunity or Challenge?. (2022). Belkhodja, Omar. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5087-:d:800412. Full description at Econpapers || Download paper |
2021 | International knowledge flows between industry inventors and universities: The role of multinational companies. (2021). Rossi, Federica ; Geuna, Aldo ; Fassio, Claudio. In: Working Papers. RePEc:img:wpaper:44. Full description at Econpapers || Download paper |
2021 | Learning through observation or through acquisition? Innovation performance as an outcome of internal and external knowledge combination. (2021). Xia, Jun ; Lin, Zhouyu ; Jiao, Jie ; Jiang, Marshall S. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9592-x. Full description at Econpapers || Download paper |
2022 | Rainbow Wash or Rainbow Revolution? Dynamic Stakeholder Engagement for SDG-Driven Responsible Innovation. (2022). Gutierrez, Leopoldo ; Montiel, Ivan ; Surroca, Jordi A ; Tribo, Josep A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:180:y:2022:i:4:d:10.1007_s10551-022-05190-2. Full description at Econpapers || Download paper |
2021 | The impact of technology complexity on the financial performance of R&D projects: evidence from Singapore. (2021). Muscio, Alessandro ; Bellavitis, Cristiano ; Cheah, Sarah. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:46:y:2021:i:2:d:10.1007_s10961-020-09777-7. Full description at Econpapers || Download paper |
2022 | Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09640-8. Full description at Econpapers || Download paper |
2022 | Climate change and economic prosperity: Evidence from a flexible damage function. (2022). Eberhardt, Markus ; Desbordes, Rodolphe. In: Discussion Papers. RePEc:not:notgep:2022-06. Full description at Econpapers || Download paper |
2021 | The Impact of University–Industry Relationships on Firms’ Performance: A Meta-Regression Analysis. (2021). Nieto, Mariano ; Miguel-Davila, Jose-Angel ; Acebo, Enrique. In: Science and Public Policy. RePEc:oup:scippl:v:48:y:2021:i:2:p:276-293.. Full description at Econpapers || Download paper |
2021 | Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. (2021). Uhde, Andre ; Feng, Yuanhua ; Letmathe, Sebastian. In: Working Papers CIE. RePEc:pdn:ciepap:141. Full description at Econpapers || Download paper |
2021 | The Impact of Business Environment Reforms on Firms’ Performance in Transition Economies. (2021). Berulava, George ; Gogokhia, Teimuraz. In: MPRA Paper. RePEc:pra:mprapa:106327. Full description at Econpapers || Download paper |
2021 | The reward and contract theories of patents in a model of endogenous growth. (2021). Klein, Michael. In: MPRA Paper. RePEc:pra:mprapa:107481. Full description at Econpapers || Download paper |
2022 | Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields. (2022). Khanthaporn, Rewat. In: PIER Discussion Papers. RePEc:pui:dpaper:183. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Innovation Challenges in South Asia: Evidence from Bangladesh, Pakistan and India. (2021). Karaman, Fatma Nur. In: Journal of South Asian Development. RePEc:sae:soudev:v:16:y:2021:i:1:p:100-129. Full description at Econpapers || Download paper |
2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x. Full description at Econpapers || Download paper |
2022 | University spillovers, absorptive capacities, and firm performance. (2022). Wirsching, Katharine ; Menter, Matthias ; Lehmann, Erik E. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:1:d:10.1007_s40821-021-00199-5. Full description at Econpapers || Download paper |
2022 | Knowledge Sharing Opportunities for Industry 4.0 Firms. (2022). Spigarelli, Francesca ; Micozzi, Alessandra ; Dubbini, Sabrina ; Lepore, Dominique. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00750-9. Full description at Econpapers || Download paper |
2021 | IPR Law Protection and Enforcement and the Effect on Horizontal Productivity Spillovers from Inward FDI to Domestic Firms: A Meta-analysis. (2021). Magkonis, Georgios ; Wang, Chengang ; Papageorgiadis, Nikolaos ; Christopoulou, Danai. In: Management International Review. RePEc:spr:manint:v:61:y:2021:i:2:d:10.1007_s11575-021-00443-0. Full description at Econpapers || Download paper |
2021 | Absorptive capacity and its impact on innovation and performance: findings from SEM and fsQCA. (2021). Miquel-Romero, Maria-Jose ; Guerrero-Sanchez, Diana L ; Cruz-Ros, Sonia. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:2:d:10.1007_s11846-018-0319-7. Full description at Econpapers || Download paper |
2022 | A statistical investigation of a stock valuation model. (2022). Tavora, Jose L ; Ospina, Raydonal ; Paes, Nelson L ; Amaral, Joo B ; Bernardino, Wilton. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00270-x. Full description at Econpapers || Download paper |
2021 | Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach. (2021). Cho, Po-Hung Luo ; Hung, Pi-Hsia ; Liu, Hsiang-Hsi. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:11:y:2021:i:4:f:11_4_3. Full description at Econpapers || Download paper |
2022 | The effect of firm informality on sustainable and responsible innovation in developing countries: Evidence from Nigeria. (2022). Gasmi, Farid ; Kouakou, Dorgyles ; Sanni, Maruf. In: TSE Working Papers. RePEc:tse:wpaper:127408. Full description at Econpapers || Download paper |
2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36. Full description at Econpapers || Download paper |
2022 | Futures–spot price transmission in EU corn markets. (2022). Trestini, Samuele ; Giampietri, Elisa ; Penone, Carlotta. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:3:p:679-709. Full description at Econpapers || Download paper |
2021 | Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764. Full description at Econpapers || Download paper |
2022 | Step?ahead spot price densities using daily synchronously reported prices and wind forecasts. (2022). Solibakke, Per B. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:17-42. Full description at Econpapers || Download paper |
2021 | Financial And Legal Obstacles And Small And Medium Firm Performance: Evidence from Middle Income East Asian. (2021). van Ta, Thi Khanh ; Pham, Linh Chi ; Bui, Anh Tuan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:990. Full description at Econpapers || Download paper |
2021 | Is more diverse always the better? External knowledge source clusters and innovation performance in Germany. (2021). Ali, Maryam Haji. In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:156. Full description at Econpapers || Download paper |
2021 | Organizational innovation: Interactive role of external knowledge strategies and market dynamisms. (2021). Ali, Maryam Haji. In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:159. Full description at Econpapers || Download paper |
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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 another version. Agregated cites: 30 | paper | |
2002 | Nonlinear error correction models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 44 |
2001 | Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
1997 | Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | 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 | 165 |
2002 | Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | 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 | 9 |
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 another 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 | 0 |
1998 | Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 10 |
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 another version. Agregated cites: 10 | 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 another 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 another 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 | 6 |
2002 | Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. Economía. DE. [Full Text][Citation analysis] | paper | 0 |
1995 | Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. 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. Estadística y Econometría. 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. Estadística y Econometría. 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 another 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 another 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 another 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 economía 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 | 0 |
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 | 0 |
2020 | European gasoline markets: price transmission asymmetries in mean and variance.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 another 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 |
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 | 0 |
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 | 1 |
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 another 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 | 11 |
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 another version. Agregated cites: 11 | 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 another 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 | 6 |
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 another version. Agregated cites: 6 | 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 another version. Agregated cites: 6 | 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 another 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 another 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 another 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 another 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 | 35 |
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 another version. Agregated cites: 35 | 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 another 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 | 17 |
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 | 17 |
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 another version. Agregated cites: 17 | paper | |
1998 | Non-linear error correction, asymmetric adjustment and cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 32 |
2016 | Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
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 | 1 |
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 | 187 |
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 | 16 |
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 another 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 | 5 |
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 | 68 |
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 | 1 |
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