Jesús Gonzalo

Available identifiers

zbMath Open gonzalo.jesusWikidataQ98201858 ScholiaQ98201858MaRDI QIDQ469567

List of research outcomes

Publication	Date of Publication	Type
Regime-Specific Predictability in Predictive Regressions	2025-01-20	Paper
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model	2024-10-09	Paper
Quantile Factor Models	2021-11-18	Paper
https://portal.mardi4nfdi.de/entity/Q4593686	2017-11-22	Paper
Large shocks vs. small shocks. (Or does size matter? May be so.)	2016-06-10	Paper
Subsampling inference in threshold autoregressive models	2016-03-30	Paper
Detecting big structural breaks in large factor models	2014-11-11	Paper
Conditional stochastic dominance tests in dynamic settings	2014-10-07	Paper
Summability of stochastic processes -- a generalization of integration for non-linear processes	2014-08-06	Paper
Numerical modelling of a wind profiler system based on bubble tracking	2014-05-30	Paper
Wald tests of \(I(1)\) against \(I(d)\) alternatives: some new properties and an extension to processes with trending components	2010-07-02	Paper
A Fractional Dickey-Fuller Test for Unit Roots	2006-06-16	Paper
Lag length estimation in large dimensional systems	2006-05-24	Paper
On the robustness of cointegration tests when series are fractionally intergrated	2004-05-27	Paper
Estimation and model selection based inference in single and multiple threshold models.	2003-02-17	Paper
Specification via model selection in vector error correction models	1999-01-12	Paper
Testing for multicointegration	1998-06-30	Paper
Pitfalls in testing for long run relationships	1998-01-01	Paper
P-Values for non-standard distributions with an application to the DF test	1997-02-27	Paper
Cointegration and aggregation	1995-03-15	Paper
Five alternative methods of estimating long-run equilibrium relationships	1994-04-12	Paper

Research outcomes over time

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