Juan J. Dolado

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Person:469566

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zbMath Open dolado.juan-jMaRDI QIDQ469566

List of research outcomes

PublicationDate of PublicationType
Quantile Factor Models2021-11-18Paper
From dual to unified employment protection: Transition and steady state2021-11-11Paper
https://portal.mardi4nfdi.de/entity/Q45936862017-11-22Paper
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions2017-11-09Paper
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions2016-01-01Paper
Detecting big structural breaks in large factor models2014-11-11Paper
Comments on: Some recent theory for autoregressive count time series2013-02-05Paper
Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components2010-07-02Paper
Chapter 12 State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area2007-07-23Paper
A Fractional Dickey-Fuller Test for Unit Roots2006-06-16Paper
Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.2006-01-27Paper
Asymptotic inference results for multivariate long‐memory processes2005-01-06Paper
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1998-11-25Paper
On the properties of the Dickey-Pantula test against fractional alternatives1998-08-13Paper
Error-correction Mechanism Tests for Cointegration in a Single-equation Framework1998-08-09Paper
Making wald tests work for cointegrated VAR systems1997-11-06Paper
A note on weak exogeneity in VAR cointegrated models1993-04-01Paper
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series1991-01-01Paper

Research outcomes over time


Doctoral students

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