The following pages link to Juan J. Dolado (Q469566):
Displaying 10 items.
- Detecting big structural breaks in large factor models (Q469568) (← links)
- (Q899954) (redirect page) (← links)
- Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions (Q899955) (← links)
- On the properties of the Dickey-Pantula test against fractional alternatives (Q1127369) (← links)
- A note on weak exogeneity in VAR cointegrated models (Q1206321) (← links)
- Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions (Q1676649) (← links)
- Asymptotic inference results for multivariate long‐memory processes (Q3156191) (← links)
- Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series (Q3354874) (← links)
- Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. (Q3368352) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970626) (← links)
