Narrow search
Showing 1 - 10 of 12
Cover Image
Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
Cover Image
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman; Velasco, Carlos - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Cover Image
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - 2013
Persistent link: https://www.econbiz.de/10010260243
Cover Image
Estimation for dynamic panel data with individual effects
Robinson, Peter M.; Velasco, Carlos - In: Econometric theory 36 (2020) 2, pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Cover Image
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
Cover Image
Do foreign exchange return regressions convey useful information on return predictability?
Moon, Seongman; Velasco, Carlos - In: Revista de economía aplicada : REA 25 (2017) 73, pp. 5-19
Persistent link: https://www.econbiz.de/10012261655
Cover Image
Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Velasco, Carlos - 2002
Persistent link: https://www.econbiz.de/10001751669
Cover Image
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.; Rachinger, Heiko; Velasco, Carlos - 2020
Persistent link: https://www.econbiz.de/10012321115
Cover Image
Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Cover Image
Long memory in stock-market trading volume
Lobato, Ignacio N.; Velasco, Carlos - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 410-427
Persistent link: https://www.econbiz.de/10001521494