Juan J. Dolado

Available identifiers

zbMath Open dolado.juan-jMaRDI QIDQ469566

List of research outcomes

Publication	Date of Publication	Type
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series	2024-10-17	Paper
Quantile Factor Models	2021-11-18	Paper
From dual to unified employment protection: Transition and steady state	2021-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q4593686	2017-11-22	Paper
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions	2017-11-09	Paper
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions	2016-01-01	Paper
Detecting big structural breaks in large factor models	2014-11-11	Paper
Comments on: Some recent theory for autoregressive count time series	2013-02-05	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
Chapter 12 State Asymmetries in the Effects of Monetary Policy Shocks on Output: Some New Evidence for the Euro-Area	2007-07-23	Paper
A Fractional Dickey-Fuller Test for Unit Roots	2006-06-16	Paper
Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.	2006-01-27	Paper
Asymptotic inference results for multivariate long‐memory processes	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	1998-08-13	Paper
Error-correction Mechanism Tests for Cointegration in a Single-equation Framework	1998-08-09	Paper
Making wald tests work for cointegrated VAR systems	1997-11-06	Paper
A note on weak exogeneity in VAR cointegrated models	1993-04-01	Paper
Estimating Intertemporal Quadratic Adjustment Cost Models with Integrated Series	1991-01-01	Paper

Research outcomes over time

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