F. Marmol

Available identifiers

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

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