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Pitfalls in testing for long r...
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Gonzalo, Jesús
123
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81
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69
Pitarakis, Jean-Yves
33
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25
Dolado, Juan J.
24
Lee, T. H.
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16
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14
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11
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ECONIS (ZBW)
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91
Estimation and inference in threshold type regime switching models
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10010473009
Saved in:
92
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
-
2012
Persistent link: https://www.econbiz.de/10010475009
Saved in:
93
Co-summability from linear to non-linear co-integration
Berenguer-Rico, Vanessa
;
Gonzalo, Jesús
-
2013
Persistent link: https://www.econbiz.de/10010476971
Saved in:
94
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús
;
Olmo, Jose
- In:
International economic review
55
(
2014
)
3
,
pp. 819-838
Persistent link: https://www.econbiz.de/10010423939
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95
Wald tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
4
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009513621
Saved in:
96
Which extreme values are really extreme?
Gonzalo, Jesús
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 349-369
Persistent link: https://www.econbiz.de/10002214341
Saved in:
97
Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10003229469
Saved in:
98
Subsampling inference in threshold autoregressive models
Gonzalo, Jesús
;
Wolf, Michael
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 201-224
Persistent link: https://www.econbiz.de/10002905098
Saved in:
99
Lag length estimation in large dimensional systems
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
1999
Persistent link: https://www.econbiz.de/10001423301
Saved in:
100
A fractional Dickey-Fuller test for unit roots
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1963-2006
Persistent link: https://www.econbiz.de/10001702252
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