The following pages link to Carlos I. Hoyos Velasco (Q265024):
Displaying 46 items.
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- Specification tests of parametric dynamic conditional quantiles (Q736700) (← links)
- Distribution free goodness-of-fit tests for linear processes (Q817984) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Non-stationary log-periodogram regression (Q1298461) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models (Q1750279) (← links)
- Comments on: Subsampling weakly dependent time series and application to extremes (Q1761536) (← links)
- Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (Q1787254) (← links)
- Inference on trending panel data (Q1792445) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- Power comparison among tests for fractional unit roots (Q1934727) (← links)
- Estimation of time series models using residuals dependence measures (Q2105206) (← links)
- Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
- Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)
- Distribution-free tests for time series models specification (Q2630201) (← links)
- Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator (Q2793996) (← links)
- Valve position-based control at engine key-on of an electro-mechanical valve actuator for camless engines: a robust controller tuning via bifurcation analysis (Q2828526) (← links)
- A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS (Q2937712) (← links)
- BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL (Q3100982) (← links)
- An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking (Q3111187) (← links)
- Distribution-free specification tests for dynamic linear models (Q3406056) (← links)
- Optimal Fractional Dickey–Fuller tests (Q3422396) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
- (Q4214053) (← links)
- Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series (Q4541343) (← links)
- EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN (Q4807255) (← links)
- Gaussian Semi‐parametric Estimation of Fractional Cointegration (Q4828159) (← links)
- NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION (Q4954303) (← links)
- The optimal method for pricing Bermudan options by simulation (Q4962465) (← links)
- Single step estimation of ARMA roots for nonfundamental nonstationary fractional models (Q5053115) (← links)
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
- Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← links)
- The Periodogram of fractional processes<sup>1</sup> (Q5430501) (← links)
- Efficient Wald Tests for Fractional Unit Roots (Q5437904) (← links)
- Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series (Q5467619) (← links)
- Consistent Testing of Cointegrating Relationships (Q5475063) (← links)
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES (Q5719157) (← links)
- Comments on: A review on empirical likelihood methods for regression (Q5966109) (← links)
- Comments on: Model-free model-fitting and predictive distributions (Q5971135) (← links)
- LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series (Q6620890) (← links)
- Fractional Cointegration Rank Estimation (Q6667023) (← links)
