Similar Search Results

Instrumental variable interpretation of cointegration with inference results for fractional cointegration

Mármol, Francesc; Escribano, Álvaro; Aparicio, Felipe M. - In: Econometric theory 18 (2002) 3, pp. 646-672

Persistent link: https://www.econbiz.de/10001673447

Residual Log-Periodogram Inference for Long-Run Relationships

Hassler, Uwe; Marmol, Francesc; Velasco, Carlos - 2002

We assume that some consistent estimator of an equilibrium relation between non-stationary fractionally integrated series is used in a first step to compute residuals (or differences thereof). We propose to apply the semiparametric log-periodogram regression to the (differenced) residuals in...

Persistent link: https://www.econbiz.de/10010323712

Nonlinear error correction : the case of money demand in the United Kingdom (1878-2000)

Escribano, Álvaro - In: Macroeconomic dynamics 8 (2004) 1, pp. 76-116

Persistent link: https://www.econbiz.de/10001930635

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

European gasoline markets : price transmission asymmetries in mean and variance

Torrado, María; Escribano, Álvaro - 2020

Persistent link: https://www.econbiz.de/10012158754

Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market

Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19

Persistent link: https://www.econbiz.de/10011965358

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

Cointegration testing under structural breaks : a robust extended error correction model

Arranz, Miguel A.; Escribano, Álvaro - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 23-52

Persistent link: https://www.econbiz.de/10001481788

Outliers - robust ECM cointegration tests based on the trend components

Arranz, Miguel A.; Escribano, Álvaro - In: Spanish economic review : SER 6 (2004) 4, pp. 243-266

Persistent link: https://www.econbiz.de/10002485119

Synchronicity between macroeconomic time series

Escribano, Álvaro; Sipols, Ana E. - In: Progress in financial markets research, (pp. 189-220). 2012

Persistent link: https://www.econbiz.de/10009678548