Vasco J. Gabriel

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Time-varying cointegration, identification, and cointegration spaces
Studies in Nonlinear Dynamics & Econometrics
2023-03-13Paper
Linear instrumental variables model averaging estimation
Computational Statistics and Data Analysis
2018-11-08Paper
The consumption-wealth ratio under asymmetric adjustment
Studies in Nonlinear Dynamics & Econometrics
2010-07-02Paper
Soft landing in a Markov-switching economy
Economics Letters
2010-05-27Paper
On the forecasting ability of ARFIMA models when infrequent breaks occur
Econometrics Journal
2005-07-04Paper
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
Econometric Reviews
2003-11-06Paper
Cointegration and the joint confirmation hypothesis.
Economics Letters
2003-01-22Paper
A simple method of testing for cointegration subject to multiple regime changes
Economics Letters
2002-07-31Paper


Research outcomes over time


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