Person:231590

Available identifiers

zbMath Open marmol.francescMaRDI QIDQ231590

List of research outcomes

Publication	Date of Publication	Type
Residual log-periodogram inference for long-run relationships	2016-04-18	Paper
The power of residual-based tests for cointegration when residuals are fractionally integrated	2013-01-01	Paper
Fractional cointegration in the presence of linear trends	2010-04-22	Paper
Consistent Testing of Cointegrating Relationships	2006-06-16	Paper
Asymptotic inference results for multivariate long‐memory processes	2005-01-06	Paper
A permanent-transitory decomposition for ARFIMA processes	2004-09-09	Paper
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION	2003-05-18	Paper
Trend stationarity versus long-range dependence in time series analysis	2003-04-02	Paper
OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(p)-DISTURBANCES	2002-07-28	Paper
Out-of-sample forecast errors in misspecific perturbed long memory processes.	2001-01-01	Paper
On the properties of the Dickey-Pantula test against fractional alternatives	1998-08-13	Paper
Spurios regression theory with nonstationary fractionally integrated processes	1998-01-01	Paper
Correlation theory of spuriously related higher order integrated processes	1997-02-27	Paper
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES	1995-08-30	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Francesc Marmol