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A new class of distribution-free tests for time series models specification
Delgado, Miguel A.; Velasco, Carlos - 2009
Persistent link: https://www.econbiz.de/10003970392
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A distribution-free transform of the residuals sample autocorrelations with application to model checking
Delgado, Miguel A.; Velasco, Carlos - 2010
Persistent link: https://www.econbiz.de/10003972283
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Class attendance and academic performance among Spanish economics students
Andrietti, Vincenzo; D’Addazio, Rosaria; Velasco, Carlos - 2008
Persistent link: https://www.econbiz.de/10003972370
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
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Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: The econometrics journal 12 (2009), pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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A wald test for the cointegration rank in nonstationary fractional systems
Avarucci, Marco; Velasco, Carlos - 2008
Persistent link: https://www.econbiz.de/10003921441
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Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: Econometric theory 27 (2011) 5, pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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Model adequacy checks for discrete choice dynamic models
Kheifets, Igor; Velasco, Carlos - 2012
Persistent link: https://www.econbiz.de/10009549432
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Fractional cointegration rank estimation
Łasak, Katarzyna; Velasco, Carlos - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10011390032
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Delayed overshooting : it’s an 80s puzzle
Kim, Seonghoon; Moon, Seongman; Velasco, Carlos - 2014
Persistent link: https://www.econbiz.de/10011287260