Tomás del Barrio Castro

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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
On cointegration for processes integrated at different frequencies
Journal of Time Series Analysis
2022-08-08Paper
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Econometric Reviews
2022-06-07Paper
Temporal aggregation of seasonally near-integrated processes
Journal of Time Series Analysis
2019-12-06Paper
Testing for deterministic seasonality in mixed-frequency VARs
Economics Letters
2018-08-29Paper
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
Econometric Theory
2018-04-25Paper
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
Computational Statistics
2018-02-07Paper
On augmented franses tests for seasonal unit roots
Communications in Statistics. Theory and Methods
2016-05-25Paper
Non-parametric testing for seasonally and periodically integrated processes
Journal of Time Series Analysis
2014-11-26Paper
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
Econometric Theory
2014-06-23Paper
Nonparametric tests for periodic integration
Journal of Time Series Econometrics
2013-06-14Paper
On augmented HEGY tests for seasonal unit roots
Econometric Theory
2012-10-31Paper
Bootstrap confidence interval for a correlation curve
Statistics \& Probability Letters
2011-12-28Paper
REGRESSION-BASED SEASONAL UNIT ROOT TESTS
Econometric Theory
2009-06-11Paper
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
Econometric Theory
2009-06-11Paper
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
Econometric Theory
2009-06-11Paper
Using the HEGY Procedure When Not All Roots Are Present
Journal of Time Series Analysis
2008-06-18Paper
On the performance of the DHF tests against nonstationary alternatives
Statistics \& Probability Letters
2006-04-28Paper
Breaking the panels: An application to the GDP per capita
Econometrics Journal
2005-11-08Paper
The consequences of seasonal adjustment for periodic autoregressive processes
Econometrics Journal
2005-07-04Paper
scientific article; zbMATH DE number 2073356 (Why is no real title available?)
 
2004-06-10Paper
New evidence on international R\&D spillovers, human capital and productivity in the OECD
Economics Letters
2002-09-09Paper
The effects of working with seasonally adjusted data when testing for unit root.
Economics Letters
2002-03-03Paper


Research outcomes over time


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