Diego Lubian

Available identifiers

zbMath Open lubian.diegoMaRDI QIDQ257548

List of research outcomes

Publication	Date of Publication	Type
The power of unit root tests under local-to-finite variance errors	2016-12-21	Paper
The fragility of the KPSS stationarity test	2016-03-17	Paper
Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study	2009-02-03	Paper
Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors	2007-10-24	Paper
Local Asymptotic Distributions of Stationarity Tests	2006-12-08	Paper
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model	2006-01-27	Paper
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY	2004-02-03	Paper
Asymptotic inference in time series regressions with a unit root and infinite variance errors	2003-08-13	Paper
Long-Memory Errors in Time Series Regressions with a Unit Root	2000-03-01	Paper
Spurious regressions between I(1) processes with long memory errors	1997-10-08	Paper

Research outcomes over time

This page was built for person: Diego Lubian