Diego Lubian

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
The power of unit root tests under local-to-finite variance errors Chaos, Solitons and Fractals	2016-12-21	Paper
The fragility of the KPSS stationarity test Statistical Methods and Applications	2016-03-17	Paper
Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study Journal of the Italian Statistical Society	2009-02-03	Paper
Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors Annals of the Institute of Statistical Mathematics	2007-10-24	Paper
Local Asymptotic Distributions of Stationarity Tests Journal of Time Series Analysis	2006-12-08	Paper
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY Econometric Reviews	2004-02-03	Paper
Asymptotic inference in time series regressions with a unit root and infinite variance errors Journal of Statistical Planning and Inference	2003-08-13	Paper
Long-Memory Errors in Time Series Regressions with a Unit Root Journal of Time Series Analysis	2000-03-01	Paper
Spurious regressions between I(1) processes with long memory errors Journal of Time Series Analysis	1997-10-08	Paper

Research outcomes over time

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