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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
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2
What drives spectrum prices in multi-band spectrum markets? : an empirical analysis of 4G and 5G auctions in Europe
Martínez-Santos, Fernando
;
Frias, Zoraida
;
Escribano, …
- In:
Applied economics
54
(
2022
)
5
,
pp. 536-553
Persistent link: https://www.econbiz.de/10012874227
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3
Productivity in emerging countries : methodology and firm-level analysis based on international enterprise business surveys
Escribano, Álvaro
;
Peña, Jorge
-
2021
Persistent link: https://www.econbiz.de/10012510978
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4
30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro
;
Peña, Daniel
;
Ruiz, Esther
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
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5
Mixed random forest, cointegration, and forecasting gasoline prices
Escribano, Álvaro
;
Wang, Dandan
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1442-1462
Persistent link: https://www.econbiz.de/10013274291
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6
Identification of seasonal effects in impulse responses using score-driven multivariate location models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10012437812
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7
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
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8
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
- In:
Applied economics
52
(
2020
)
42
,
pp. 4621-4638
Persistent link: https://www.econbiz.de/10012298654
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9
Patent propensity, R&D and market competition : dynamic spillovers of innovation leaders and followers
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 145-163
Persistent link: https://www.econbiz.de/10011594700
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10
A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve
Escribano, Álvaro
;
Santos-Martín, M. Teresa
;
Sipols, …
- In:
Applied economics
50
(
2018
)
36
,
pp. 3966-3978
Persistent link: https://www.econbiz.de/10012060174
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