Javier Hualde

Available identifiers

zbMath Open hualde.javierMaRDI QIDQ449989

List of research outcomes

Publication	Date of Publication	Type
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk	2024-10-11	Paper
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend	2022-05-11	Paper
TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS	2020-08-26	Paper
Fixed Bandwidth Inference for Fractional Cointegration	2019-07-30	Paper
Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes	2018-09-11	Paper
Semiparametric inference in multivariate fractionally cointegrated systems	2016-08-04	Paper
Small‐b and Fixed‐b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration	2015-06-29	Paper
Regression-based analysis of cointegration systems	2015-05-29	Paper
A residual-based ADF test for stationary cointegration in I(2) settings	2015-05-06	Paper
Weak convergence to a modified fractional Brownian motion	2014-11-26	Paper
Estimation of long-run parameters in unbalanced cointegration	2014-08-07	Paper
A simple test for the equality of integration orders	2014-03-17	Paper
First Stage Estimation of Fractional Cointegration	2013-06-14	Paper
Root-\(n\)-consistent estimation of weak fractional cointegration	2012-09-23	Paper
Gaussian pseudo-maximum likelihood estimation of fractional time series models	2012-09-03	Paper
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION	2009-06-11	Paper
UNBALANCED COINTEGRATION	2006-11-14	Paper
Cointegration in Fractional Systems with Unknown Integration Orders	2006-06-19	Paper

Research outcomes over time

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