17
H index
23
i10 index
1205
Citations
Carlos Velasco : Citation Profile
Universidad Carlos III de Madrid | RESEARCH PRODUCTION: 48 Articles 48 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1996 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Velasco. | Is cited by:
| Cites to:
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Main data
Where Carlos Velasco has published?
Recent works citing Carlos Velasco (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A fractional Hawkes process for illiquidity modeling. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023001. Full description at Econpapers || Download paper |
| 2023 | Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937. Full description at Econpapers || Download paper |
| 2023 | Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440. Full description at Econpapers || Download paper |
| 2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper |
| 2023 | SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564. Full description at Econpapers || Download paper |
| 2023 | From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033. Full description at Econpapers || Download paper |
| 2023 | Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543. Full description at Econpapers || Download paper |
| 2023 | Power law in Sandwiched Volterra Volatility model. (2023). Yurchenko-Tytarenko, Anton ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2311.01228. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | University attendance and academic performance: Encouraging student engagement. (2023). Grydaki, Maria ; Lucey, Siobhan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:70:y:2023:i:2:p:180-199. Full description at Econpapers || Download paper |
| 2023 | Monetary policy shocks and exchange rate dynamics in small open economies. (2023). Tchatoka, Firmin Doko ; Cross, Jamie L ; Haque, Qazi ; Terrell, Madison. In: Working Papers. RePEc:bny:wpaper:0121. Full description at Econpapers || Download paper |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
| 2023 | Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000. Full description at Econpapers || Download paper |
| 2023 | Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063. Full description at Econpapers || Download paper |
| 2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper |
| 2023 | Multifractal cross-correlations between green bonds and financial assets. (2023). Tabak, Benjamin M. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007796. 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 |
| 2023 | Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357. Full description at Econpapers || Download paper |
| 2023 | Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030. Full description at Econpapers || Download paper |
| 2023 | Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. (2023). Gannaz, Irene. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:485-534. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Social Media and Influencer Marketing for Promoting Sustainable Tourism Destinations: The Instagram Case. (2023). Kotzaivazoglou, Iordanis ; Papaioannou, Eugenia ; Kilipiri, Eleni. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6374-:d:1118416. Full description at Econpapers || Download paper |
| 2023 | Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada. (2023). Ha, Jongrim ; So, Inhwan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:8. Full description at Econpapers || Download paper |
| 2023 | Volatility Puzzle: Long Memory or Antipersistency. (2023). Yu, Jun ; Shi, Shuping. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883. Full description at Econpapers || Download paper |
| 2023 | Bootstrapping Whittle estimators. (2023). Paparoditis, E ; J -P Kreiss, . In: Biometrika. RePEc:oup:biomet:v:110:y:2023:i:2:p:499-518.. Full description at Econpapers || Download paper |
| 2023 | Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z. Full description at Econpapers || Download paper |
| 2023 | Homogeneity tests for one-way models with dependent errors under correlated groups. (2023). Taniguchi, Masanobu ; Liu, Yan ; Arakaki, Koichi ; Goto, Yuichi. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00828-9. Full description at Econpapers || Download paper |
| 2023 | Dornbusch’s overshooting and the systematic component of monetary policy in SOE-SVARs. (2023). Javed, Naveed ; Groshenny, Nicolas. In: TEPP Working Paper. RePEc:tep:teppwp:wp23-08. Full description at Econpapers || Download paper |
| 2023 | Gaussian semiparametric estimation Gaussian semiparametric estimation of two-dimensional intrinsically stationary random fields. (2023). Matsuda, Yasumasa ; Yajima, Yoshihiro. In: DSSR Discussion Papers. RePEc:toh:dssraa:136. Full description at Econpapers || Download paper |
Works by Carlos Velasco:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Fractional cointegration rank estimation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2015 | Fractional Cointegration Rank Estimation.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2014 | Fractional Cointegration Rank Estimation.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 22 |
| 2017 | Estimation of fractionally integrated panels with fixed effects and cross-section dependence.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2018 | Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects.(2019) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Model Adequacy Checks for Discrete Choice Dynamic Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Model Adequacy Checks for Discrete Choice Dynamic Models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 7 |
| 2000 | Long Memory in Stock-Market Trading Volume. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 106 |
| 1999 | Gaussian Semiparametric Estimation of Non?stationary Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 67 |
| 1998 | Gaussian semiparametric estimation of non-stationary time series.(1998) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 2000 | Local Cross?validation for Spectrum Bandwidth Choice In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 1998 | Local cross validation for spectrum bandwidth choice.(1998) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | Gaussian Semi?parametric Estimation of Fractional Cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 54 |
| 2005 | Trimming and Tapering Semi?Parametric Estimates in Asymmetric Long Memory Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
| 2007 | The Periodogram of fractional processes1 In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | The optimal method for pricing Bermudan options by simulation In: Mathematical Finance. [Full Text][Citation analysis] | article | 2 |
| 1996 | Autocorrelation-Robust Inference - (Now published in Handbook of Statistics, vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) In: STICERD - Econometrics Paper Series. [Citation analysis] | paper | 0 |
| 2000 | Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539. In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 85 |
| 2005 | Distribution Free Goodness-of-Fit Tests for Linear Processes In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2005 | Distribution free goodness-of-fit tests for linear processes.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2013 | Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Efficient inference on fractionally integrated panel data models with fixed effects.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | Efficient inference on fractionally integrated panel data models with fixed effects.(2013) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Efficient inference on fractionally integrated panel data models with fixed effects.(2015) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2004 | Optimal Fractional Dickey-Fuller Tests for Unit Roots In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | LM tests for joint breaks in the dynamics and level of a long-memory time series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2005 | Efficient wald tests for fractional unit roots In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 83 |
| 2007 | Efficient Wald Tests for Fractional Unit Roots.(2007) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | article | |
| 2007 | A new class of distribution-free tests for time series models specification In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2009 | A new class of distribution-free tests for time series models specification.(2009) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Class Attendance and Academic Performance among Spanish Economics Students In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | A distribution-free transform of the residuals sample autocorrelations with application to model checking In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Non-Gaussian log-periodogram regression In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 51 |
| 2000 | NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION.(2000) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | article | |
| 1998 | Non-stationary log-periodogram regression In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 170 |
| 1999 | Non-stationary log-periodogram regression.(1999) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 170 | article | |
| 2003 | Generalized spectral tests for the martingale difference hypothesis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 101 |
| 2006 | Generalized spectral tests for the martingale difference hypothesis.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | article | |
| 2001 | EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN In: Econometric Theory. [Full Text][Citation analysis] | article | 30 |
| 2000 | Edgeworth expansions for spectral density estimates and studentized sample mean.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2001 | Edgeworth expansions for spectral density estimates and studentized sample mean.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2004 | A SIMPLE TEST OF NORMALITY FOR TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 2008 | DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
| 2006 | Distribution-free Tests of Fractional Cointegration.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2011 | BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2020 | ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2013 | New Goodness-of-fit Diagnostics for Conditional Discrete Response Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | New Goodness-of-fit Diagnostics for Conditional Discrete Response Models.(2017) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | New goodness-of-fit diagnostics for conditional discrete response models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2002 | Residual log-periodogram inference for long-run relationships In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 34 |
| 2002 | Residual Log-Periodogram Inference for Long-Run-Relationships.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2009 | Residual Log-Periodogram Inference for Long-Run-Relationships.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2006 | Residual log-periodogram inference for long-run relationships.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2002 | Residual Log-Periodogram Inference for Long-Run Relationships.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2004 | Consistent Testing of Cointegrating Relationships In: Econometrica. [Full Text][Citation analysis] | article | 25 |
| 2004 | A simple and general test for white noise In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Distribution-free specification tests for dynamic linear models In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2006 | Optimal Fractional Dickey-Fuller tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 13 |
| 2006 | Testing the martingale difference hypothesis using integrated regression functions In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2006 | Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Efficiency improvements for minimum distance estimation of causal and invertible ARMA models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | Power comparison among tests for fractional unit roots In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | Trend stationarity versus long-range dependence in time series analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2005 | Sign tests for long-memory time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2009 | A Wald test for the cointegration rank in nonstationary fractional systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2008 | A wald test for the cointegration rank in nonstationary fractional systems.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2010 | Distribution-free tests for time series models specification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2010 | Specification tests of parametric dynamic conditional quantiles In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2010 | Specification tests of parametric dynamic conditional quantiles.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2008 | Specification Tests of Parametric Dynamic Conditional Quantiles.(2008) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2013 | Tests for m-dependence based on sample splitting methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Tests for m-dependence Based on Sample Splitting Methods.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | Inference on trending panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Inference on trending panel data.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Recursive lower and dual upper bounds for Bermudan-style options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2000 | Whittle pseudo-maximum likelihood estimation for nonstationary time series In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 117 |
| 2022 | Single step estimation of ARMA roots for nonfundamental nonstationary fractional models In: The Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
| 2013 | On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios.(2014) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Delayed Overshooting: Its an 80s Puzzle In: Staff Papers. [Full Text][Citation analysis] | paper | 24 |
| 2000 | FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS In: Computing in Economics and Finance 2000. [Citation analysis] | paper | 2 |
| 2011 | Do Foreign Excess Return Regressions Convey Valid Information? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the Properties of Regression Tests of Asset Return Predictability In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Forward Discount Puzzle: Identi cation of Economic Assumptions In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Comments on: A review on empirical likelihood methods for regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2011 | Comments on: Subsampling weakly dependent time series and application to extremes In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2013 | Comments on: Model-free model-fitting and predictive distributions In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Lecture Attendance, Study Time, and Academic Performance: A Panel Data Study In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 7 |
| 2017 | Delayed Overshooting: Is It an 80s Puzzle? In: Journal of Political Economy. [Full Text][Citation analysis] | article | 35 |
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