Alvaro Escribano

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Person:736685

Available identifiers

zbMath Open escribano.alvaroMaRDI QIDQ736685

List of research outcomes





PublicationDate of PublicationType
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility2024-11-28Paper
Anticipating extreme losses using score-driven shape filters2024-06-11Paper
Multivariate Markov-switching score-driven models: an application to the global crude oil market2023-04-27Paper
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market2023-03-30Paper
Identification of seasonal effects in impulse responses using score-driven multivariate location models2021-04-07Paper
Score-driven dynamic patent count panel data models2018-08-29Paper
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown2018-08-15Paper
Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors2016-08-04Paper
Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers2015-12-18Paper
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test2008-03-06Paper
Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers2007-05-29Paper
Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests2007-02-15Paper
Information-Theoretic Analysis of Serial Dependence and Cointegration2006-01-27Paper
Nonlinear error correction models2005-05-20Paper
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)2004-06-18Paper
https://portal.mardi4nfdi.de/entity/Q44075932003-07-01Paper
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION2003-05-18Paper
COINTEGRATION AND COMMON FACTORS1995-01-15Paper

Research outcomes over time

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