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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Diego Lubian