Javier Hualde

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Person:449989

Available identifiers

zbMath Open hualde.javierMaRDI QIDQ449989

List of research outcomes





PublicationDate of PublicationType
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk2024-10-11Paper
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend2022-05-11Paper
TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS2020-08-26Paper
Fixed Bandwidth Inference for Fractional Cointegration2019-07-30Paper
Fixed bandwidth asymptotics for the Studentized mean of fractionally integrated processes2018-09-11Paper
Semiparametric inference in multivariate fractionally cointegrated systems2016-08-04Paper
Small‐b and Fixed‐b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration2015-06-29Paper
Regression-based analysis of cointegration systems2015-05-29Paper
A residual-based ADF test for stationary cointegration in I(2) settings2015-05-06Paper
Weak convergence to a modified fractional Brownian motion2014-11-26Paper
Estimation of long-run parameters in unbalanced cointegration2014-08-07Paper
A simple test for the equality of integration orders2014-03-17Paper
First Stage Estimation of Fractional Cointegration2013-06-14Paper
Root-\(n\)-consistent estimation of weak fractional cointegration2012-09-23Paper
Gaussian pseudo-maximum likelihood estimation of fractional time series models2012-09-03Paper
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION2009-06-11Paper
UNBALANCED COINTEGRATION2006-11-14Paper
Cointegration in Fractional Systems with Unknown Integration Orders2006-06-19Paper

Research outcomes over time

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