The following pages link to Francesc Marmol (Q231590):
Displayed 15 items.
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- (Q590280) (redirect page) (← links)
- On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
- Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← links)
- Correlation theory of spuriously related higher order integrated processes (Q1351717) (← links)
- Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
- A permanent-transitory decomposition for ARFIMA processes (Q1878834) (← links)
- The power of residual-based tests for cointegration when residuals are fractionally integrated (Q1927413) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- Fractional cointegration in the presence of linear trends (Q3552866) (← links)
- OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(<i>p</i>)-DISTURBANCES (Q4540719) (← links)
- INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION (Q4807304) (← links)
- SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (Q4837792) (← links)
- Consistent Testing of Cointegrating Relationships (Q5475063) (← links)
- Out-of-sample forecast errors in misspecific perturbed long memory processes. (Q5956472) (← links)