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Generalized spectral tests for the martingale difference hypothesis
Escanciano, J. Carlos; Velasco, Carlos - In: Journal of econometrics 134 (2006) 1, pp. 151-185
Persistent link: https://www.econbiz.de/10003368420
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Joint and marginal specification tests for conditional mean and variance models
Escanciano, J. Carlos - In: Journal of econometrics 143 (2008) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10003722592
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Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.; Escanciano, J. Carlos - In: Journal of econometrics 141 (2007) 2, pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
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An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos; Lobato, Ignacio N. - In: Journal of econometrics 151 (2009) 2, pp. 140-149
Persistent link: https://www.econbiz.de/10003877949
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An automatic Portmanteau test for serial correlation
Escanciano, J. Carlos; Lobato, Ignacio N. - In: Journal of econometrics 151 (2009) 2, pp. 140-150
Persistent link: https://www.econbiz.de/10008899324
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
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Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 185 (2015) 2, pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
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Tests for m-dependence based on sample splitting methods
Moon, Seongman; Velasco, Carlos - In: Journal of econometrics 173 (2013) 2, pp. 143-159
Persistent link: https://www.econbiz.de/10009711713
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Sign tests for long-memory time series
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 128 (2005) 2, pp. 215-251
Persistent link: https://www.econbiz.de/10003091283
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Trend stationarity versus long-range dependence in time series analysis
Marmol, Francese; Velasco, Carlos - In: Journal of econometrics 108 (2002) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10001656499