Carlos Velasco

Available identifiers

zbMath Open velasco.carlos-i-hoyosWikidataQ60660280 ScholiaQ60660280MaRDI QIDQ265024

List of research outcomes

Publication	Date of Publication	Type
Estimation of time series models using residuals dependence measures	2022-12-08	Paper
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models	2022-12-06	Paper
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS	2020-03-25	Paper
Recursive lower and dual upper bounds for Bermudan-style options	2019-09-18	Paper
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects	2019-07-30	Paper
The optimal method for pricing Bermudan options by simulation	2018-11-02	Paper
Inference on trending panel data	2018-10-12	Paper
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models	2018-10-05	Paper
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models	2018-05-18	Paper
New goodness-of-fit diagnostics for conditional discrete response models	2017-08-21	Paper
Tests for \(m\)-dependence based on sample splitting methods	2017-05-12	Paper
Estimation of fractionally integrated panels with fixed effects and cross-section dependence	2017-01-13	Paper
Specification tests of parametric dynamic conditional quantiles	2016-08-04	Paper
Distribution-free tests for time series models specification	2016-07-25	Paper
A Wald test for the cointegration rank in nonstationary fractional systems	2016-07-18	Paper
Generalized spectral tests for the martingale difference hypothesis	2016-05-02	Paper
Residual log-periodogram inference for long-run relationships	2016-04-18	Paper
Sign tests for long-memory time series	2016-04-01	Paper
Cycle-by-Cycle Adaptive Force Compensation for the Soft-Landing Control of an Electro-Mechanical Engine Valve Actuator	2016-03-17	Paper
Efficient inference on fractionally integrated panel data models with fixed effects	2015-05-06	Paper
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS	2015-01-12	Paper
Comments on: Model-free model-fitting and predictive distributions	2013-08-05	Paper
Power comparison among tests for fractional unit roots	2013-01-29	Paper
Comments on: Subsampling weakly dependent time series and application to extremes	2012-11-15	Paper
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking	2012-01-18	Paper
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL	2011-11-22	Paper
Comments on: A review on empirical likelihood methods for regression	2011-01-22	Paper
Fractional cointegration in the presence of linear trends	2010-04-22	Paper
Distribution-free specification tests for dynamic linear models	2010-02-12	Paper
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION	2009-06-11	Paper
Testing the martingale difference hypothesis using integrated regression functions	2009-04-06	Paper
Efficient Wald Tests for Fractional Unit Roots	2008-01-28	Paper
The Periodogram of fractional processes1	2007-12-16	Paper
Optimal Fractional Dickey–Fuller tests	2007-02-13	Paper
Consistent Testing of Cointegrating Relationships	2006-06-16	Paper
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series	2006-05-24	Paper
Distribution free goodness-of-fit tests for linear processes	2006-03-23	Paper
A SIMPLE TEST OF NORMALITY FOR TIME SERIES	2006-01-17	Paper
Gaussian Semi‐parametric Estimation of Fractional Cointegration	2004-11-24	Paper
Nonparametric frequency domain analysis of nonstationary multivariate time series	2003-08-13	Paper
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN	2003-05-18	Paper
Trend stationarity versus long-range dependence in time series analysis	2003-04-02	Paper
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series	2002-07-30	Paper
Local Cross-validation for Spectrum Bandwidth Choice	2001-03-01	Paper
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION	2000-10-03	Paper
Non-stationary log-periodogram regression	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4214053	1998-10-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Carlos Velasco