Javier Hualde

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
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk Journal of Business and Economic Statistics	2024-10-11	Paper
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend Electronic Journal of Statistics	2022-05-11	Paper
Truncated sum of squares estimation of fractional time series models with deterministic trends Econometric Theory	2020-08-26	Paper
Fixed bandwidth inference for fractional cointegration Journal of Time Series Analysis	2019-07-30	Paper
Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes Economics Letters	2018-09-11	Paper
Semiparametric inference in multivariate fractionally cointegrated systems Journal of Econometrics	2016-08-04	Paper
Small-\(b\) and fixed-\(b\) asymptotics for weighted covariance estimation in fractional cointegration Journal of Time Series Analysis	2015-06-29	Paper
Regression-based analysis of cointegration systems Journal of Econometrics	2015-05-29	Paper
A residual-based ADF test for stationary cointegration in I(2) settings Journal of Econometrics	2015-05-06	Paper
Weak convergence to a modified fractional Brownian motion Journal of Time Series Analysis	2014-11-26	Paper
Estimation of long-run parameters in unbalanced cointegration Journal of Econometrics	2014-08-07	Paper
A simple test for the equality of integration orders Economics Letters	2014-03-17	Paper
First stage estimation of fractional cointegration Journal of Time Series Econometrics	2013-06-14	Paper
Root-\(n\)-consistent estimation of weak fractional cointegration Journal of Econometrics	2012-09-23	Paper
Gaussian pseudo-maximum likelihood estimation of fractional time series models The Annals of Statistics	2012-09-03	Paper
Gaussian pseudo-maximum likelihood estimation of fractional time series models The Annals of Statistics	2012-09-03	Paper
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION Econometric Theory	2009-06-11	Paper
UNBALANCED COINTEGRATION Econometric Theory	2006-11-14	Paper
Cointegration in Fractional Systems with Unknown Integration Orders Econometrica	2006-06-19	Paper

Research outcomes over time

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