Access Statistics for Carlos Velasco

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
A Wald Test for the Cointegration Rank in Nonstationary Fractional Systems	1	1	34	34	1	3	45	45
A new class of distribution-free tests for time series models specification	1	3	10	62	3	9	40	98
A new class of distribution-free tests for time series models specification	1	5	29	29	5	13	28	28
A simple and general test for white noise	18	38	196	737	76	153	652	2,350
Distribution Free Goodness-of-Fit Tests for Linear Processes	1	1	4	50	3	9	35	186
Distribution-free Tests of Fractional Cointegration	2	2	15	72	2	3	28	137
EFFICIENT WALD TESTS FOR FRACTIONAL UNIT ROOTS	0	2	14	109	2	7	36	201
Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539	1	1	1	39	2	3	8	173
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS	0	0	0	0	1	3	11	206
GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS	1	5	15	153	7	15	51	486
Optimal Fractional Dickey-Fuller Tests for Unit Roots	3	4	19	73	3	10	43	141
Residual Log-Periodogram Inference for Long-Run Relationships	2	2	10	62	3	5	23	272
Specification Tests of Parametric Dynamic Conditional Quantiles	1	4	35	54	4	14	75	88
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions	2	3	20	64	6	14	61	201
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.)	1	1	1	72	6	13	50	277
Total Working Papers	35	72	403	1,610	124	274	1,186	4,889

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A SIMPLE TEST OF NORMALITY FOR TIME SERIES	2	4	18	20	4	8	31	32
Consistent Testing of Cointegrating Relationships	1	4	13	116	1	6	26	342
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION	0	1	6	6	1	4	19	19
Distribution-free specification tests for dynamic linear models	1	7	7	7	5	27	28	28
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN	0	0	2	3	0	1	5	5
Efficient Wald Tests for Fractional Unit Roots	2	3	30	73	2	6	79	205
Fractional cointegration in the presence of linear trends	3	5	17	17	4	7	25	25
Gaussian Semi-parametric Estimation of Fractional Cointegration	0	1	6	48	0	2	16	137
Generalized spectral tests for the martingale difference hypothesis	1	1	9	42	1	1	17	121
Long Memory in Stock-Market Trading Volume	0	0	0	0	4	14	122	909
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION	3	3	9	10	4	7	22	22
Non-stationary log-periodogram regression	0	0	16	70	1	1	25	151
Optimal Fractional Dickey-Fuller tests	1	3	22	63	5	10	108	280
Power comparison among tests for fractional unit roots	0	0	7	12	1	2	10	23
Residual log-periodogram inference for long-run relationships	0	2	19	64	1	3	55	218
Sign tests for long-memory time series	1	2	7	70	1	2	13	142
Testing the martingale difference hypothesis using integrated regression functions	0	2	7	25	0	2	10	42
The Periodogram of fractional processes-super-1	0	1	6	17	0	2	9	33
Trend stationarity versus long-range dependence in time series analysis	0	0	7	42	1	2	12	106
Trimming and Tapering Semi-Parametric Estimates in Asymmetric Long Memory Time Series	0	0	1	29	0	1	9	134
Total Journal Articles	15	39	209	734	36	108	641	2,974

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Statistics updated 2009-11-04