The following pages link to Jesús Gonzalo (Q469567):
Displaying 23 items.
- Subsampling inference in threshold autoregressive models (Q262833) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Detecting big structural breaks in large factor models (Q469568) (← links)
- (Q1274715) (redirect page) (← links)
- Specification via model selection in vector error correction models (Q1274716) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- P-Values for non-standard distributions with an application to the DF test (Q1351713) (← links)
- (Q1389464) (redirect page) (← links)
- Testing for multicointegration (Q1389465) (← links)
- Estimation and model selection based inference in single and multiple threshold models. (Q1858974) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- Conditional stochastic dominance tests in dynamic settings (Q2921201) (← links)
- Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components (Q3574732) (← links)
- Cointegration and aggregation (Q4306532) (← links)
- On the robustness of cointegration tests when series are fractionally intergrated (Q4463296) (← links)
- (Q4593686) (← links)
- Numerical modelling of a wind profiler system based on bubble tracking (Q5418864) (← links)
- Lag length estimation in large dimensional systems (Q5467628) (← links)
- A Fractional Dickey-Fuller Test for Unit Roots (Q5475014) (← links)
- Quantile Factor Models (Q5860032) (← links)
- Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (Q6616607) (← links)
- Regime-Specific Predictability in Predictive Regressions (Q6666864) (← links)
