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Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
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Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre; Velasco, Carlos - In: Journal of econometrics 196 (2017) 2, pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
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New goodness-of-fit diagnostics for conditional discrete response models
Kheifets, Igor; Velasco, Carlos - In: Journal of econometrics 200 (2017) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10011897707
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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
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Distribution-free tests for time series models specification
Delgado, Miguel A.; Velasco, Carlos - In: Journal of econometrics 155 (2010) 2, pp. 128-137
Persistent link: https://www.econbiz.de/10003966969
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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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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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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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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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Non-stationary log-periodogram regression
Velasco, Carlos - In: Journal of econometrics 91 (1999) 2, pp. 325-372
Persistent link: https://www.econbiz.de/10006785375