Carlos Velasco : Citation Profile

Universidad Carlos III de Madrid

18

H index

25

i10 index

1279

Citations

RESEARCH PRODUCTION:

50

Articles

49

Papers

RESEARCH ACTIVITY:

   29 years (1996 - 2025). See details.
   Cites by year: 44
   Journals where Carlos Velasco has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 37 (2.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve103
   Updated: 2025-12-13    RAS profile: 2025-04-06    
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Relations with other researchers

Works with:

Dolado, Juan (2)

Rachinger, Heiko (2)

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

Is cited by:

Gil-Alana, Luis (193)

Caporale, Guglielmo Maria (91)

Nielsen, Morten (59)

Plastun, Alex (28)

Phillips, Peter (27)

DE TRUCHIS, Gilles (26)

Mayoral, Laura (23)

Proietti, Tommaso (22)

Gonzalo, Jesus (20)

Łasak, Katarzyna (20)

Escanciano, Juan Carlos (19)

Cites to:

Phillips, Peter (25)

Robinson, Peter (21)

Lobato, Ignacio (17)

Hassler, Uwe (16)

Campbell, John (16)

Delgado, Miguel (16)

Nielsen, Morten (14)

Escanciano, Juan Carlos (13)

Hualde, Javier (11)

Bierens, Herman (10)

Newey, Whitney (10)

Main data

Where Carlos Velasco has published?

Journals with more than one article published# docs
Journal of Econometrics13
Journal of Time Series Analysis8
Econometric Theory6
Journal of Business & Economic Statistics3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Journal of Financial Econometrics2
Econometrica2
Econometrics Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía5
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística5
Working Papers / Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)4
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Carlos Velasco (2025 and 2024)

YearTitle of citing document
2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024Monopoly Unveiled: Telecom Breakups in the US and Mexico. (2024). Rodriguez Caballero, Carlos ; Trillo, Fausto Hern'Andez ; Ventosa-Santaularia, Daniel. In: Papers. RePEc:arx:papers:2407.09695.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24.

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2025Testing 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.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Does instructional time at school influence study time at university? Evidence from an instructional time reform. (2024). Hubner, Nicolas ; Netz, Nicolai ; Schwerter, Jakob. In: Economics of Education Review. RePEc:eee:ecoedu:v:100:y:2024:i:c:s0272775724000207.

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2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

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2024The 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.

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2024Locally 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.

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2024Is Newey–West optimal among first-order kernels?. (2024). Kolokotrones, Thomas ; Stock, James H ; Walker, Christopher D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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2024Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2024On the spectral density of fractional Ornstein–Uhlenbeck processes. (2024). Yu, Jun ; Zhang, Chen ; Shi, Shuping. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002173.

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2024Bootstrapping 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.

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2024Partially one-sided semiparametric inference for trending persistent and antipersistent processes. (2024). Distaso, Walter ; Giraitis, Liudas ; Abadir, Karim M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14.

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2024Permanent and temporary monetary policy shocks and the dynamics of exchange rates. (2024). Valle e Azevedo, João ; Ribeiro, Pedro Pires ; Carvalho, Alexandre. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s0022199623001575.

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2024The effects of class attendance on academic performance: Evidence from synchronous courses during Covid-19 at a Chinese research university. (2024). Ha, Wei ; Cao, Yulian ; Bu, Shangcong ; Feng, Qinxue ; Ma, Liping. In: International Journal of Educational Development. RePEc:eee:injoed:v:104:y:2024:i:c:s0738059323002286.

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2024Central 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.

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2024Reconciling 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.

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2024Sanctions 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.

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2025Rethinking the delayed overshooting puzzle: An examination through present value framework. (2025). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000361.

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2024Matrix-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.

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2024NFTs 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.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2025Unified 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.

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2025The impact of circular economy, sustainable infrastructure, and green FinTech on biodiversity in Europe: A holistic approach. (2025). le Hien, Tran Thi ; Arshed, Noman ; Akhter, Sehrish ; Abdullahi, Nazir Muhammad ; Kakar, Shayan Khan ; Wang, Jing. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000314.

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2025Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies. (2025). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:13-:d:1619092.

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2024Predictive Patterns and Market Efficiency: A Deep Learning Approach to Financial Time Series Forecasting. (2024). Radovanovi, Milan ; Zinovev, Vyacheslav ; Simeunovi, Ivana ; Radenkovi, Sonja D ; Vukovi, Darko B. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3066-:d:1489402.

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2024A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects. (2024). Olaniran, Saidat Fehintola ; Ismail, Mohd Tahir ; Allohibi, Jeza ; Alharbi, Abdulmajeed Atiah. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1172-:d:1375219.

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2025Bayesian Tapered Narrowband Least Squares for Fractional Cointegration Testing in Panel Data. (2025). Alharbi, Nada Mohammedsaeed ; Rashash, Ali ; Olaniran, Saidat Fehintola ; Alzahrani, Asma Ahmad. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:10:p:1615-:d:1655783.

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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Post-Print. RePEc:hal:journl:emse-04943866.

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2024Multi-dimensional monetary policy shocks based on heteroscedasticity. (2024). Kaufmann, Daniel ; Burri, Marc. In: IRENE Working Papers. RePEc:irn:wpaper:24-03.

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2025A deep learning test of the martingale difference hypothesis. (2025). Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp03742025.

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2025Timetables, Attendance and Academic Achievement in Higher Education. (2025). Williams, Kevin ; del Bono, Emilia ; Holford, Angus J ; Delavande, Adeline. In: IZA Discussion Papers. RePEc:iza:izadps:dp17979.

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2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

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2024Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Rubino, Nicola ; Vilchez, Inmaculada. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x.

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2025Positive 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.

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2024Is 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.

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2024Evidence of non-fundamentalness in OECD capital stocks. (2024). Lobato, Ignacio N ; Aguirre, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02564-5.

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2024Have 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.

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2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

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2025A fractional Hawkes process for illiquidity modeling. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00379-7.

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2025Random walks, Hurst exponent, and market efficiency. (2025). Pernagallo, Giuseppe. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-025-02052-7.

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2024ARMA model checking with data-driven portmanteau tests. (2024). Baragona, Roberto ; Battaglia, Francesco ; Cucina, Domenico. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:3:d:10.1007_s10260-023-00720-2.

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2024Specifications tests for count time series models with covariates. (2024). Meintanis, Simos G ; Hukov, Marie ; Hudecov, Rka. 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.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2025A Deep Learning Test of the Martingale Difference Hypothesis. (2025). Bastos, João. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1993-2001.

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2024Leave‐one‐out least squares Monte Carlo algorithm for pricing Bermudan options. (2024). Woo, Jeechul ; Choi, Jaehyuk ; Liu, Chenru. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1404-1428.

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2024From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts. (2024). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1675-1704.

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2024Relative monetary policy and exchange rates. (2024). Karau, Sren. In: Discussion Papers. RePEc:zbw:bubdps:305278.

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2024Sanctions and Russian online prices. (2024). Benchimol, Jonathan ; Palumbo, Luigi. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:323972.

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2024Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302351.

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Works by Carlos Velasco:

YearTitleTypeCited
2013Fractional cointegration rank estimation In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2015Fractional Cointegration Rank Estimation.(2015) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 8		article
2014Fractional Cointegration Rank Estimation.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 8		paper
2015Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper27
2017Estimation 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: 27		article
2018Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2019Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects.(2019) In: Journal of Time Series Analysis.
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This paper has nother version. Agregated cites: 0		article
2012Model Adequacy Checks for Discrete Choice Dynamic Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Model Adequacy Checks for Discrete Choice Dynamic Models.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2011An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article8
2000Long Memory in Stock-Market Trading Volume. In: Journal of Business & Economic Statistics.
[Citation analysis]		article111
1999Gaussian Semiparametric Estimation of Non‐stationary Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article67
1998Gaussian semiparametric estimation of non-stationary time series.(1998) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 67		paper
2000Local Cross‐validation for Spectrum Bandwidth Choice In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1998Local cross validation for spectrum bandwidth choice.(1998) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 0		paper
2003Gaussian Semi‐parametric Estimation of Fractional Cointegration In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article54
2005Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article11
2007The Periodogram of fractional processes1 In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2008Fractional cointegration in the presence of linear trends In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2015A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2018The optimal method for pricing Bermudan options by simulation In: Mathematical Finance.
[Full Text][Citation analysis]		article3
1996Autocorrelation-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]		paper0
2000Edgeworth 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]		paper0
2000Whittle 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]		paper85
2005Distribution Free Goodness-of-Fit Tests for Linear Processes In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper29
2005Distribution free goodness-of-fit tests for linear processes.(2005) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 29		paper
2013Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper11
2015Efficient 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
2013Efficient inference on fractionally integrated panel data models with fixed effects.(2013) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 11		paper
2015Efficient 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
2004Optimal Fractional Dickey-Fuller Tests for Unit Roots In: Working Papers.
[Full Text][Citation analysis]		paper2
2020LM tests for joint breaks in the dynamics and level of a long-memory time series In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2022LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0		article
2005Efficient wald tests for fractional unit roots In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper83
2007Efficient Wald Tests for Fractional Unit Roots.(2007) In: Econometrica.
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This paper has nother version. Agregated cites: 83		article
2007A new class of distribution-free tests for time series models specification In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper2
2009A new class of distribution-free tests for time series models specification.(2009) In: UC3M Working papers. Economics.
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This paper has nother version. Agregated cites: 2		paper
2008Class Attendance and Academic Performance among Spanish Economics Students In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper1
2010A distribution-free transform of the residuals sample autocorrelations with application to model checking In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1998Non-Gaussian log-periodogram regression In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper52
2000NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION.(2000) In: Econometric Theory.
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This paper has nother version. Agregated cites: 52		article
1998Non-stationary log-periodogram regression In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper174
1999Non-stationary log-periodogram regression.(1999) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 174		article
2003Generalized spectral tests for the martingale difference hypothesis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper114
2006Generalized spectral tests for the martingale difference hypothesis.(2006) In: Journal of Econometrics.
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