Jesús Gonzalo

zbMath Opengonzalo.jesusWikidataQ98201858 ScholiaQ98201858MaRDI QIDQ469567

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
Regime-Specific Predictability in Predictive Regressions Journal of Business and Economic Statistics	2025-01-20	Paper
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model Journal of Business and Economic Statistics	2024-10-09	Paper
Quantile factor models Econometrica	2021-11-18	Paper
Simple Wald tests of the fractional integration parameter: an overview of new results	2017-11-22	Paper
Large shocks vs. small shocks. (Or does size matter? May be so.) Journal of Econometrics	2016-06-10	Paper
Subsampling inference in threshold autoregressive models Journal of Econometrics	2016-03-30	Paper
Detecting big structural breaks in large factor models Journal of Econometrics	2014-11-11	Paper
Conditional stochastic dominance tests in dynamic settings International Economic Review	2014-10-07	Paper
Summability of stochastic processes -- a generalization of integration for non-linear processes Journal of Econometrics	2014-08-06	Paper
Numerical modelling of a wind profiler system based on bubble tracking Mathematical and Computer Modelling of Dynamical Systems	2014-05-30	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
A Fractional Dickey-Fuller Test for Unit Roots Econometrica	2006-06-16	Paper
Lag length estimation in large dimensional systems Journal of Time Series Analysis	2006-05-24	Paper
On the robustness of cointegration tests when series are fractionally intergrated Journal of Applied Statistics	2004-05-27	Paper
Estimation and model selection based inference in single and multiple threshold models. Journal of Econometrics	2003-02-17	Paper
Specification via model selection in vector error correction models Economics Letters	1999-01-12	Paper
Testing for multicointegration Economics Letters	1998-06-30	Paper
Pitfalls in testing for long run relationships Journal of Econometrics	1998-01-01	Paper
P-Values for non-standard distributions with an application to the DF test Economics Letters	1997-02-27	Paper
Cointegration and aggregation Ricerche Economiche	1995-03-15	Paper
Five alternative methods of estimating long-run equilibrium relationships Journal of Econometrics	1994-04-12	Paper

Research outcomes over time

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