18
H index
24
i10 index
1263
Citations
Carlos Velasco : Citation Profile
Universidad Carlos III de Madrid | RESEARCH PRODUCTION: 49 Articles 49 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 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 Carlos Velasco. | Is cited by:
| Cites to:
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Main data
Where Carlos Velasco has published?
Recent works citing Carlos Velasco (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
| 2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
| 2024 | Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604. Full description at Econpapers || Download paper |
| 2024 | Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981. Full description at Econpapers || Download paper |
| 2025 | The modified conditional sum-of-squares estimator for fractionally integrated models. (2024). Massmann, Michael ; Kilincc, Mustafa R. In: Papers. RePEc:arx:papers:2404.12882. Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Benchimol, Jonathan ; Palumbo, Luigi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24. Full description at Econpapers || Download paper |
| 2025 | Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662. Full description at Econpapers || Download paper |
| 2024 | Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100. Full description at Econpapers || Download paper |
| 2024 | The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x. Full description at Econpapers || Download paper |
| 2024 | Locally robust inference for non-Gaussian linear simultaneous equations models. (2024). Mesters, Geert ; Lee, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003639. Full description at Econpapers || Download paper |
| 2024 | Is Newey–West optimal among first-order kernels?. (2024). Walker, Christopher D ; Stock, James H ; Kolokotrones, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301. Full description at Econpapers || Download paper |
| 2024 | Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15. Full description at Econpapers || Download paper |
| 2024 | Partially one-sided semiparametric inference for trending persistent and antipersistent processes. (2024). Giraitis, Liudas ; Distaso, Walter ; Abadir, Karim M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14. Full description at Econpapers || Download paper |
| 2024 | Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Ribeiro, Pedro Pires ; Valle, Joo ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575. Full description at Econpapers || Download paper |
| 2024 | The effects of class attendance on academic performance: Evidence from synchronous courses during Covid-19 at a Chinese research university. (2024). Ha, Wei ; Ma, Liping ; Bu, Shangcong ; Feng, Qinxue ; Cao, Yulian. In: International Journal of Educational Development. RePEc:eee:injoed:v:104:y:2024:i:c:s0738059323002286. Full description at Econpapers || Download paper |
| 2024 | Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:483-521. Full description at Econpapers || Download paper |
| 2024 | Matrix-valued isotropic covariance functions with local extrema. (2024). Emery, Xavier ; Alegria, Alfredo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23000969. Full description at Econpapers || Download paper |
| 2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. Full description at Econpapers || Download paper |
| 2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper |
| 2025 | Unified specification tests in partially linear quantile regression models. (2025). Song, Xiaojun ; Yang, Zixin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002128. Full description at Econpapers || Download paper |
| 2025 | Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Velasquez-Gaviria, Daniel ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Sanctions and Russian online prices. (2024). Benchimol, Jonathan ; Palumbo, Luigi. In: Post-Print. RePEc:hal:journl:emse-04943866. Full description at Econpapers || Download paper |
| 2025 | Positive time series regression models: theoretical and computational aspects. (2025). Prass, Taiane Schaedler ; Pumi, Guilherme ; Taufemback, Cleiton Guollo ; Carlos, Jonas Hendler. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01531-z. Full description at Econpapers || Download paper |
| 2024 | Is peer-to-peer demand cointegrated at the listing level?. (2024). Surez-Vega, Rafael ; Rachinger, Heiko ; Prez-Rodrguez, Jorge V. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02522-7. Full description at Econpapers || Download paper |
| 2024 | Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?. (2024). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00550-x. Full description at Econpapers || Download paper |
| 2024 | Specifications tests for count time series models with covariates. (2024). Hukov, Marie ; Hudecov, Rka ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x. Full description at Econpapers || Download paper |
| 2024 | Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667. 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 | 26 |
| 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: 26 | 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 | 8 |
| 2000 | Long Memory in Stock-Market Trading Volume. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 108 |
| 1999 | Gaussian Semiparametric Estimation of Non‐stationary Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 67 |
| 2000 | Local Cross‐validation for Spectrum Bandwidth Choice In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 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 | 3 |
| 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 | 29 |
| 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: 29 | paper | |
| 2013 | Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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: 11 | 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 | 1 |
| 2009 | A new class of distribution-free tests for time series models specification In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 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 | 0 |
| 1998 | Non-stationary log-periodogram regression In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Gaussian semiparametric estimation of non-stationary time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Local cross validation for spectrum bandwidth choice In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Generalized spectral tests for the martingale difference hypothesis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 8 |
| 2000 | NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 52 |
| 2001 | EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN In: Econometric Theory. [Full Text][Citation analysis] | article | 32 |
| 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: 32 | 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: 32 | paper | |
| 2004 | A SIMPLE TEST OF NORMALITY FOR TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 21 |
| 2008 | DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
| 2006 | Distribution-free Tests of Fractional Cointegration.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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 | 35 |
| 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: 35 | 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: 35 | 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: 35 | 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: 35 | paper | |
| 2004 | Consistent Testing of Cointegrating Relationships In: Econometrica. [Full Text][Citation analysis] | article | 29 |
| 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 | 14 |
| 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 | 1 |
| 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 |
| 2006 | Generalized spectral tests for the martingale difference hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 104 |
| 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 | 29 |
| 2010 | Specification tests of parametric dynamic conditional quantiles.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | 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: 29 | 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 | |
| 1999 | Non-stationary log-periodogram regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 172 |
| 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 | 4 |
| 2013 | On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios In: 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: 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 | 9 |
| 2023 | Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Delayed Overshooting: Is It an 80s Puzzle? In: Journal of Political Economy. [Full Text][Citation analysis] | article | 41 |
| 2021 | Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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