Jesús Gonzalo

From MaRDI portal
Person:469567

Available identifiers

zbMath Open gonzalo.jesusWikidataQ98201858 ScholiaQ98201858MaRDI QIDQ469567

List of research outcomes





PublicationDate of PublicationType
Regime-Specific Predictability in Predictive Regressions2025-01-20Paper
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model2024-10-09Paper
Quantile Factor Models2021-11-18Paper
https://portal.mardi4nfdi.de/entity/Q45936862017-11-22Paper
Large shocks vs. small shocks. (Or does size matter? May be so.)2016-06-10Paper
Subsampling inference in threshold autoregressive models2016-03-30Paper
Detecting big structural breaks in large factor models2014-11-11Paper
Conditional stochastic dominance tests in dynamic settings2014-10-07Paper
Summability of stochastic processes -- a generalization of integration for non-linear processes2014-08-06Paper
Numerical modelling of a wind profiler system based on bubble tracking2014-05-30Paper
Wald tests of \(I(1)\) against \(I(d)\) alternatives: some new properties and an extension to processes with trending components2010-07-02Paper
A Fractional Dickey-Fuller Test for Unit Roots2006-06-16Paper
Lag length estimation in large dimensional systems2006-05-24Paper
On the robustness of cointegration tests when series are fractionally intergrated2004-05-27Paper
Estimation and model selection based inference in single and multiple threshold models.2003-02-17Paper
Specification via model selection in vector error correction models1999-01-12Paper
Testing for multicointegration1998-06-30Paper
Pitfalls in testing for long run relationships1998-01-01Paper
P-Values for non-standard distributions with an application to the DF test1997-02-27Paper
Cointegration and aggregation1995-03-15Paper
Five alternative methods of estimating long-run equilibrium relationships1994-04-12Paper

Research outcomes over time

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