Jesús Gonzalo

Available identifiers

Publication	Date of Publication	Type
Quantile Factor Models	2021-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4593686	2017-11-22	Paper
Detecting big structural breaks in large factor models	2014-11-11	Paper
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS	2014-10-07	Paper
Summability of stochastic processes -- a generalization of integration for non-linear processes	2014-08-06	Paper
Numerical modelling of a wind profiler system based on bubble tracking	2014-05-30	Paper
Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components	2010-07-02	Paper
A Fractional Dickey-Fuller Test for Unit Roots	2006-06-16	Paper
Lag length estimation in large dimensional systems	2006-05-24	Paper
On the robustness of cointegration tests when series are fractionally intergrated	2004-05-27	Paper
Estimation and model selection based inference in single and multiple threshold models.	2003-02-17	Paper
Specification via model selection in vector error correction models	1999-01-12	Paper
Testing for multicointegration	1998-06-30	Paper
Pitfalls in testing for long run relationships	1998-01-01	Paper
P-Values for non-standard distributions with an application to the DF test	1997-02-27	Paper
Cointegration and aggregation	1995-03-15	Paper
Five alternative methods of estimating long-run equilibrium relationships	1994-04-12	Paper

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