F. Marmol

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!

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

Research outcomes over time

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