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Spurious multicointegration
Mármol, Francesc - 1995
Persistent link: https://www.econbiz.de/10000925774
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Efficient estimation of cointegrating relatinships among higher order and fractionally integrated processes
Dolado, Juan J.; Mármol, Francesc - 1996
Persistent link: https://www.econbiz.de/10000939968
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Nonsense regressions between integrated processes of different orders
Mármol, Francesc - 1994
Persistent link: https://www.econbiz.de/10000902087
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Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe; Mármol, Francesc - 1998
Persistent link: https://www.econbiz.de/10000982033
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A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
Mármol, Francesc; Escribano, Álvaro; Aparicio, Felipe M. - 1999
Persistent link: https://www.econbiz.de/10001362049
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OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances
Krämer, Walter; Mármol, Francesc - 1999
Persistent link: https://www.econbiz.de/10001398379
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The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter; Mármol, Francesc - 1999
Persistent link: https://www.econbiz.de/10001398381
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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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
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Velasco, Carlos - 2002
Persistent link: https://www.econbiz.de/10001751669