Access Statistics for Francesc Marmol

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 5 16 36 414
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 13 20 73 3,537
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 4 4 19 696
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 1 3 11 206
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 3 13 1,052
Residual Log-Periodogram Inference for Long-Run Relationships 2 2 10 62 3 5 23 272
Spurious Multicointegration 0 0 0 0 0 0 3 521
The Correlogram of a Long Memory Process Plus a Simple Noise 2 4 31 413 8 16 87 1,263
Total Working Papers 4 6 41 596 34 67 265 7,961


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic inference results for multivariate long-memory processes 2 3 10 33 2 3 16 155
Consistent Testing of Cointegrating Relationships 1 4 13 116 1 6 26 342
Correlation theory of spuriously related higher order integrated processes 0 0 0 10 0 1 3 103
Fractional cointegration in the presence of linear trends 3 5 17 17 4 7 25 25
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 1 4 5 2 6 18 20
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 1 6 15 116
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 8 75 5 12 33 251
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 1 2 2 0 1 4 4
Residual log-periodogram inference for long-run relationships 0 2 19 64 1 3 55 218
Spurious regression theory with nonstationary fractionally integrated processes 0 0 3 39 0 1 13 124
The Stationarity Conditions for an AR(2) Process and Schur's Theorem 7 10 28 28 14 22 70 70
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 9 0 0 5 40
Trend stationarity versus long-range dependence in time series analysis 0 0 7 42 1 2 12 106
Total Journal Articles 13 26 111 444 31 70 295 1,605


Statistics updated 2009-11-04