Access Statistics for Francesc Marmol

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic Inference for Nonstationary Fractionally Integrated Processes	0	0	0	121	1	9	29	398
Detecting Unbalanced Regressions Using the Durbin-Watson Test	0	0	0	0	8	17	86	3,510
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes	0	0	0	0	1	6	15	688
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS	0	0	0	0	2	3	13	203
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions	0	0	0	0	2	5	18	1,048
Residual Log-Periodogram Inference for Long-Run Relationships	0	4	12	60	0	4	30	264
Spurious Multicointegration	0	0	0	0	0	0	6	521
The Correlogram of a Long Memory Process Plus a Simple Noise	3	7	36	407	7	28	95	1,242
Total Working Papers	3	11	48	588	21	72	292	7,874

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic inference results for multivariate long-memory processes	0	2	7	29	0	4	14	149
Consistent Testing of Cointegrating Relationships	2	3	16	112	3	5	39	335
Correlation theory of spuriously related higher order integrated processes	0	0	1	10	0	1	10	102
Fractional cointegration in the presence of linear trends	1	5	12	12	4	8	18	18
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION	0	2	3	4	1	7	10	12
New Observational Equivalence and Fractionally Integrated Processes	0	0	0	4	0	0	0	31
Nonsense Regressions between Integrated Processes of Different Orders	0	0	0	0	0	1	10	106
On the properties of the Dickey-Pantula test against fractional alternatives	3	4	16	75	5	12	37	237
Out-of-sample forecast errors in misspecific perturbed long memory processes	0	0	0	0	0	2	2	2
Residual log-periodogram inference for long-run relationships	1	4	17	59	3	8	59	209
Spurious regression theory with nonstationary fractionally integrated processes	1	2	5	39	2	5	17	123
The Stationarity Conditions for an AR(2) Process and Schur's Theorem	2	14	16	16	7	31	43	43
The power of residual-based tests for cointegration when residuals are fractionally integrated	0	0	0	9	0	2	5	39
Trend stationarity versus long-range dependence in time series analysis	1	2	10	42	1	4	16	103
Total Journal Articles	11	38	103	411	26	90	280	1,509

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Statistics updated 2009-07-03