Alvaro Escribano : Citation Profile

Universidad Carlos III de Madrid

16

H index

19

i10 index

1043

Citations

RESEARCH PRODUCTION:

48

Articles

101

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   38 years (1987 - 2025). See details.
   Cites by year: 27
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 65 (5.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pes1
   Updated: 2025-12-20    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Blazsek, Szabolcs (17)

Sibbertsen, Philipp (3)

del Barrio Castro, Tomás (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alvaro Escribano.

Is cited by:

Milas, Costas (15)

Sucarrat, Genaro (14)

Panagiotidis, Theodore (13)

Panagiotidis, Theodore (13)

Véganzonès, Marie-Ange (13)

Francq, Christian (12)

Otero, Jesus (11)

Pelagatti, Matteo (10)

Kinda, Tidiane (10)

Legrenzi, Gabriella (10)

Mignon, Valérie (10)

Cites to:

Blazsek, Szabolcs (67)

Bollerslev, Tim (51)

Lucas, Andre (47)

Koopman, Siem Jan (42)

Phillips, Peter (36)

Hall, Bronwyn (34)

Jaffe, Adam (34)

Engle, Robert (33)

Rodrik, Dani (28)

Harvey, Andrew (28)

Sucarrat, Genaro (28)

Main data

Where Alvaro Escribano has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics5
Energy Economics4
Journal of Time Series Analysis3
Applied Economics3
Journal of Econometrics3
Oxford Bulletin of Economics and Statistics3
Macroeconomic Dynamics3
Journal of Applied Econometrics2
Research Policy2
International Journal of Forecasting2
Spanish Economic Review2
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía55
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
Policy Research Working Paper Series / The World Bank3
MPRA Paper / University Library of Munich, Germany3
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
Working Papers / Instituto Madrileo de Estudios Avanzados (IMDEA) Ciencias Sociales2
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing Alvaro Escribano (2025 and 2024)

YearTitle of citing document
2049Modeling Price Transmission between Farm and Retail Prices: A Soft Switches Approach. (2015). Hahn, William ; Blayney, Don ; Stewart, Hayden ; Davis, Christopher G. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:204951.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2025Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401.

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2024Can the construction of a research and development platform encourage innovation in green technology by private enterprises? Evidence from China. (2024). Wu, Yujie ; Li, Yingming ; Cao, Xiangjie ; Wang, Mingyue ; Zhou, Junbi. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:742-763.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475.

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202540 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122.

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2025Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach. (2025). Escribano, Lvaro ; Rodrguez, Juan Andrs. In: UC3M Working papers. Economics. RePEc:cte:werepe:47734.

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2025Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic. (2025). Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:48471.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024Beyond the borders: Estimating the effect of Chinas Bonded Zones on innovation and its spillovers. (2024). Gao, Tiantian ; Xu, Peng ; Fang, Guanfu. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x2300189x.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Gorgi, Paolo ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2024High-Speed Rail: A game changer for Spanish motorway transport?. (2024). Albalate, Daniel ; Leon-Gomez, Carlos R. In: Economics of Transportation. RePEc:eee:ecotra:v:39:y:2024:i:c:s2212012224000194.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2024The impact of energy-consuming rights trading on green total factor productivity in the context of digital economy: Evidence from listed firms in China. (2024). Wu, Haitao ; Wang, Weilong. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000501.

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2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2025Albertas electricity futures market: An empirical analysis of price formation. (2025). Yatchew, Adonis. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001070.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2025Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. (2025). Sibbertsen, Philipp ; del Barrio Castro, Tomás ; Escribano, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003445.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2024Integrating into the global innovation network and non-financial companies financialization——evidence from China-listed companies. (2024). Min, Yue ; Zhang, Xiaotao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000965.

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2025Within-regime volatility dynamics for observable- and Markov-switching score-driven models. (2025). Blazsek, Szabolcs ; Shadoff, Samantha R ; Kong, Dejun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401660x.

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2024The role of public external knowledge for firm innovativeness. (2024). Vicente-Chirivella, Óscar ; Garcia-Vega, Maria. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:93:y:2024:i:c:s0167718724000110.

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2024Electricity markets regulations: The financial impact of the global energy crisis. (2024). Figuerola-Ferretti, Isabel ; Segarra, Ignacio ; Atanasova, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s104244312400074x.

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2024Network log-ARCH models for forecasting stock market volatility. (2024). Mattera, Raffaele ; Otto, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1539-1555.

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2024Technological and non-technological innovation synergies under the lens of absorptive capacity efficiency. (2024). Tsekouras, Kostas ; Gkypali, A ; Dimakopoulou, A G. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000973.

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2025How does a closed social network facilitate the impact of blockchain on corporate digital innovation performance?. (2025). Wang, Yuchen ; Li, Qingyi ; Zhang, Runze. In: Journal of Business Research. RePEc:eee:jbrese:v:191:y:2025:i:c:s014829632500092x.

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2024Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482.

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2024Does improved digital governance in government promote natural resource management? Quasi-natural experiments based on smart city pilots. (2024). Ameer, Waqar ; Jiang, Tao ; Li, Qiyuan ; Shoaib, Muhammad ; Chen, KE. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000886.

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2024GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085.

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2024Condition monitoring based on corrupted multiple time series with common trends. (2024). Ye, Zhi-Sheng ; Wei, Yujie ; Pan, Ershun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s095183202400396x.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024The logGARCH stochastic volatility model. (2024). Hamrat, Malika ; Guerbyenne, Hafida ; Hamdi, Fayal. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001548.

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2025Cross-border R&D, absorptive capacity and innovation performance. (2025). Li, Tingzhu ; Du, Debin. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:73:y:2025:i:c:p:460-471.

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2024Measuring process innovation outputs and understanding their implications for firms and workers: Evidence from Pakistan. (2024). Wadho, Waqar ; Chaudhry, Azam. In: Technovation. RePEc:eee:techno:v:136:y:2024:i:c:s0166497224001354.

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2025Do scientific knowledge flows inspire exploratory innovation? Evidence from US biomedical and life sciences firms. (2025). Guo, Ying ; Wu, Mengjia ; Zhang, YI ; Lian, Xiangpeng. In: Technovation. RePEc:eee:techno:v:140:y:2025:i:c:s0166497224002037.

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2025Exploratory or exploitative green innovation? The role of different green fiscal policies in motivating innovation. (2025). Liu, Jianing ; Mi, Zhifu ; Zheng, Longfei ; Chen, Lei ; Long, Fenjie. In: Technovation. RePEc:eee:techno:v:143:y:2025:i:c:s0166497225000392.

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2024Patent length and innovation: Novel evidence from China. (2024). Zhu, Xuezhong ; Liu, Rui ; Zhang, Meiyang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006959.

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2024Does the import of green products encourage green technology innovation? Empirical evidence from China. (2024). Yu, Xiao ; Wu, Liudan ; Hao, Lili ; Chen, JI ; Streimikiene, Dalia. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008223.

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2024Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x.

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2024Exploring the role of digital servitization for green innovation: Absorptive capacity, transformative capacity, and environmental strategy. (2024). Kim, Yang Hee ; Roh, Taewoo ; Lee, Min-Jae. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004128.

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2024Are industry associations conducive to radical innovation in biopharmaceutical companies?—The dual effect of absorptive capacity and digital investment. (2024). Lyu, Bei ; Cao, Yili ; Yi, Rui ; Wang, Haojun. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004177.

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2024Technology spillover and market competitiveness in green credit induced corporate green innovation: An evolutionary game theory and empirical study. (2024). Jahanger, Atif ; Ye, Penghao ; Xu, Pei ; Zhao, Fan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004207.

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2024Research on the Configuration Path of Innovation Performance of Strategic Emerging Enterprises. (2024). Wang, Jiarui ; Cao, Rong ; Peng, Xuhui. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:21:p:9260-:d:1506231.

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2024Innovation Networks and Knowledge Diffusion Across Industries: An Empirical Study from an Emerging Economy. (2024). Almudaihesh, Abdulaziz Saleh ; Benin, Ibn Wahab ; Bawa, Suleman. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11308-:d:1550943.

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2025Golden-Edged Dark Clouds: Climate Policy Uncertainty and Corporate Intelligent Transformation. (2025). Jiang, Tengfei ; Liu, Jiayi ; Dai, Jie. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5162-:d:1671739.

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2024Non-linear Cointegration Test, Based on Record Counting Statistic. (2024). Blas, Clara Simn ; Santos-Martn, M T ; Sipols, Ana E ; Fellag, Hocine ; Atil, Lynda. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10520-1.

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2024Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4.

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2024Is digitalization a source of innovation? Exploring the role of digital diffusion in SME innovation performance. (2024). Hassan, Sohaib S ; Moog, Petra ; Bzhalava, Levan ; Meisner, Konrad ; Krause, Kevin. In: Small Business Economics. RePEc:kap:sbusec:v:62:y:2024:i:4:d:10.1007_s11187-023-00826-7.

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2024Inventions, commercialization strategies, and knowledge spillovers in SMEs. (2024). Braunerhjelm, Pontus ; Svensson, Roger. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:1:d:10.1007_s11187-023-00812-z.

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2025Heterogeneous and dynamic pass-through of a fuel subsidy to consumers: Evidence from Spain. (2025). Collado, Natalia ; Prez, Manuel Hidalgo ; Jorge, Ngel Martnez. In: Working Papers. RePEc:pab:wpaper:25.01.

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2024How does the digital economy impact green manufacturing: A new perspective from the construction of a unified large market in China. (2024). Xia, Haibo ; Liu, Xuewen ; Wang, Chenchen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04258-w.

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2025Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors. (2025). GUPTA, RANGAN ; Caporin, Massimiliano ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202509.

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2025The role of news-based sentiment in forecasting crude oil price during the Covid-19 pandemic. (2025). Sahut, Jean-Michel ; Hajek, Petr ; Olej, Vladimir ; Hikkerova, Lubica. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05821-z.

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2025The role of servitization in turbulent markets: evidence from Malaysian manufacturing companies. (2025). Salunke, Sandeep ; Nguyen, Gia Ninh. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:52:y:2025:i:2:d:10.1007_s40812-024-00325-0.

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2024Evaluating the Effects of Information Sources on Innovation Outcomes: Are There Differences between KIBS and Manufacturing Firms from a Latin America Country?. (2024). Moya-Fernandez, Pablo J ; Seclen-Luna, Jean Pierre. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01305-w.

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2024Innovation and Firm Productivity in Central America. (2024). Anokye, Nana Adwoa ; Asiedu, Michael ; Arthur, Benedict. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01321-w.

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2024Boundary-Spanning Knowledge Search and Absorptive Capacity in Cooperative Innovation: A Study on Non-Core Firms in the Context of Sustainable Development. (2024). Yu, Dongping ; Zhao, Tongyue ; Chen, Jiuyue ; Li, Junjun. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01930-z.

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2025The Role of External Network, Government Support, and Absorptive Capacity on the Innovative Activities of SMEs in Vietnam. (2025). Thao, Ngo Hoang. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01913-0.

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2025The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging. (2025). Kemper, Annika ; Schmeck, Maren Diane. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00383-5.

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2024Enhancing investment decisions and job creation in Cameroon: the significance of the investment climate. (2024). Djoumessi, Yannick ; Mambe, Stephanie Fosso. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:5:d:10.1007_s43546-024-00650-5.

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2024Does Access to Finance and Investment Climate Enhance Small and Medium Enterprises (SMEs) Innovation in India?. (2024). Singh, Bhanu Pratap ; Gupta, Ruchi. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:4:d:10.1007_s43069-024-00381-1.

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2025Interactional Impact of Defence Expenditure and Political Instability on Economic Growth in Nigeria: Revisited. (2025). Emmanouilidis, Kyriakos ; Dimitraki, Ourania. In: Defence and Peace Economics. RePEc:taf:defpea:v:36:y:2025:i:4:p:533-554.

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2025Firms sustainable and responsible innovation in Nigeria: Does informality play a role?. (2025). , Dorgyles ; Sanni, Maruf ; Gasmi, Farid. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:33:y:2025:i:1:p:139-164.

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2025Real‐Time Tracking of Public Announcements in the Limit Order Book. (2025). Daniels, Justin ; Frank, Julieta ; Arzandeh, Mehdi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:6:p:569-599.

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2025Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets. (2025). Kosmidou, Kyriaki ; Ioannidis, Filippos ; Theodossiou, Panayiotis. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1253-1277.

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Works by Alvaro Escribano:

YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article33
1993Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2002Nonlinear error correction models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article51
2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2006Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article28
2000Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article182
2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 182		paper
2012Automated 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]		article15
2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
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202540 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century In: UC3M Working papers. Economics.
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2000Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics.
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2011Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers.
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2009Assessing 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.
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2009Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics.
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2010Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys.(2010) In: Policy Research Working Paper Series.
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2009Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics.
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2010Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics.
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2010An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics.
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2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics.
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2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics.
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2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper.
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2014Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics.
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2015Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics.
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2002Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers In: UC3M Working papers. Economics.
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2004Outliers - robust ECM cointegration tests based on the trend components.(2004) In: Spanish Economic Review.
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