2
H index
1
i10 index
23
Citations
Aarhus Universitet (1% share) | 2 H index 1 i10 index 23 Citations RESEARCH PRODUCTION: 13 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with J Eduardo Vera-Valdés. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometrics | 4 |
Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 2 |
Year | Title of citing document |
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2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper |
2022 | Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386. Full description at Econpapers || Download paper |
2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
2022 | Digitalisation in Hospitals in COVID-19 Times—A Case Study of the Czech Republic. (2022). Chytilova, Ekaterina ; Pavlik, Lukas ; Zimmermannova, Jarmila. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:68-:d:773095. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Government Intervention, Human Mobility, and COVID-19: A Causal Pathway Analysis from 121 Countries. (2022). Huang, Danwen ; Ge, Xing ; Wang, Feng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3694-:d:776292. Full description at Econpapers || Download paper |
2021 | A New Test for Multiple Predictive Regression. (2021). Guo, Junjie ; Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2022001. Full description at Econpapers || Download paper |
2021 | Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2020 | Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Temperature Anomalies, Long Memory, and Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Temperature Anomalies, Long Memory, and Aggregation.(2021) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2017 | On Long Memory Origins and Forecast Horizons In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | On long memory origins and forecast horizons.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | Nonfractional Memory: Filtering, Antipersistence, and Forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Granger-Causality in the presence of structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 10 |
2022 | The persistence of financial volatility after COVID-19 In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2021 | Air Pollution and Mobility, What Carries COVID-19? In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2021 | Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2019 | The VIX, the Variance Premium, and Expected Returns In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
2016 | A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2021 | The political risk factors of COVID-19 In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2012 | Spurious Forecasts? In: Journal of Forecasting. [Citation analysis] | article | 0 |
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