Juan J. Dolado

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
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series Journal of Business and Economic Statistics	2024-10-17	Paper
Quantile factor models Econometrica	2021-11-18	Paper
From dual to unified employment protection: Transition and steady state Quantitative Economics	2021-11-11	Paper
Simple Wald tests of the fractional integration parameter: an overview of new results	2017-11-22	Paper
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions Economics Letters	2017-11-09	Paper
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions Economics Letters	2016-01-01	Paper
Detecting big structural breaks in large factor models Journal of Econometrics	2014-11-11	Paper
Comments on: Some recent theory for autoregressive count time series Test	2013-02-05	Paper
Wald tests of \(I(1)\) against \(I(d)\) alternatives: some new properties and an extension to processes with trending components Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Chapter 12 State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area Nonlinear Time Series Analysis of Business Cycles	2007-07-23	Paper
A Fractional Dickey-Fuller Test for Unit Roots Econometrica	2006-06-16	Paper
Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Asymptotic inference results for multivariate long‐memory processes Econometrics Journal	2005-01-06	Paper
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data	1998-11-25	Paper
On the properties of the Dickey-Pantula test against fractional alternatives Economics Letters	1998-08-13	Paper
Error-correction Mechanism Tests for Cointegration in a Single-equation Framework Journal of Time Series Analysis	1998-08-09	Paper
Making wald tests work for cointegrated VAR systems Econometric Reviews	1997-11-06	Paper
A note on weak exogeneity in VAR cointegrated models Economics Letters	1993-04-01	Paper
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series International Economic Review	1991-01-01	Paper

Research outcomes over time

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