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What is what? : A simple time-domain test of long-memory vs. structural breaks
Dolado, Juan J. (contributor); Gonzalo, Jesús (contributor) - 2006
Persistent link: https://www.econbiz.de/10003331904
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The making of "estimation of common long-memory components in cointegrated systems"
Gonzalo, Jesús - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 174-176
Persistent link: https://www.econbiz.de/10008652239
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2011
Persistent link: https://www.econbiz.de/10009704689
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Summability of stochastic processes : a generalization of integration and co-integration valid for non-linear processes
Berenguer Rico, Vanessa; Gonzalo, Jesús - 2011
Persistent link: https://www.econbiz.de/10009704722
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
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Summability of stochastic processes : a generalization of integration for non-linear processes
Berenguer-Rico, Vanessa; Gonzalo, Jesús - In: Journal of econometrics 178 (2014) 1, pp. 331-341
Persistent link: https://www.econbiz.de/10010256847
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2013
Persistent link: https://www.econbiz.de/10010257860
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - In: International economic review 39 (1998) 1, pp. 71-88
Persistent link: https://www.econbiz.de/10001236210
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Pitfalls in testing for long run relationships
Gonzalo, Jesús - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
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P-Values for non-standard distributions with an application to the DF test
Adda, Jérôme - In: Economics letters 50 (1996) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001194697