Access Statistics for Alvaro Escribano

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
A characterization of cointegrating relationships using induced-order statistics 0 0 0 0 2 2 2 7
A model free cointegration approach for pairs of I(d) variables 0 0 0 0 1 2 4 12
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 1 0 1 1 7
A range unit root test 0 0 2 459 0 1 3 1,416
Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context 0 0 1 4 0 0 4 24
An evaluation of public aids towards renewable energy sources in Spain 0 0 1 84 0 0 2 57
Análisis comparativo y predictivo de recientes funciones de exportación e importación en España 0 0 0 1 0 0 2 7
Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 0 0 4 53 1 1 10 142
Assessing the impact of infrastructure quality on firm productivity in Africa: cross-country comparisons based on investment climate surveys from 1999 to 2005 1 1 3 144 1 1 5 391
Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua 0 0 2 258 0 0 7 653
Asymmetric and time-varying error-correction: an application to labour demand in the UK 0 0 0 1 0 0 1 5
Automated financial multi-path GETS modelling 0 0 1 15 0 0 7 120
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 1 33 3 3 9 107
BLM: bidimensional approach to measure liquidity 0 0 0 1 0 0 1 12
Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test 0 0 0 0 0 2 5 16
Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms 0 0 0 41 1 2 5 159
Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys 0 1 3 94 0 1 7 345
Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate 3 20 20 20 7 18 18 18
Co-integration, time co-trends and error-correction systems: an alternative approach 0 0 0 0 0 0 0 29
Cointegration and common factors 1 1 5 7 1 1 9 19
Cointegration testing using the ranges 0 0 0 0 1 1 1 8
Cointegration tests based on record counting statistics 0 0 0 118 0 0 0 382
Detrending procedures and cointegration testing: ECM tests under structural breaks 0 0 0 2 0 0 0 10
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 0 0 1 2 4 10
Dynamic conditional score models with time-varying location, scale and shape parameters 0 1 12 32 0 8 28 53
Dynamic conditional score patent count panel data models 0 0 0 27 2 2 5 40
EU Patent System: to be or not to be? 0 0 1 79 0 0 2 110
Efectos de la digitalización y la productividad en la economía española: una comparación internacional 0 3 10 10 2 7 22 22
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 3 3 51
Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys 0 0 0 58 0 0 0 206
Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys 0 0 0 53 1 3 4 157
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 40 1 2 5 26
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 28 0 0 4 29
Error-correction systems: nonlinear adjustments to linear long-run relationships 0 0 0 0 0 0 1 40
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 2 33 1 3 6 77
Estudio comparado sobre funciones de exportación e importación en España 0 0 0 3 0 1 3 13
Evaluación del PcGive Professional 8: el punto de vista de un usuario 0 0 0 1 0 0 1 6
Homenaje a Juan Urrutia 0 0 1 85 1 3 15 571
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 0 1 1 0 0 2 17
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 0 2 2 7 7
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 412 2 2 4 882
Improved testing and specification of smooth transition regression models 0 0 1 3 1 2 9 22
Information-theoretic analysis of seral dependence and cointegration 0 1 1 2 0 2 3 11
Investigating the relationship between gold and silver prices 0 0 1 8 1 2 6 30
Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey 0 0 1 222 2 3 11 851
Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey 0 0 0 116 0 0 3 415
Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 1 1 1 2 20
Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors 0 0 0 117 1 2 10 316
Modeling electricity prices: international evidence 0 2 11 1,837 2 6 33 3,813
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 1 1 4 46 1 2 14 39
Nonlinear cointegration and nonlinear error correction 0 0 0 3 2 2 4 15
Nonlinear cointegration with mixing errors 0 0 0 0 0 0 0 8
Nonlinear error correction models 0 0 0 580 0 0 3 1,282
Nonlinear error correction models 0 0 0 6 1 2 5 26
Nonlinear error correction, asymmetric adjusment and cointegration 0 0 0 3 0 1 5 23
Nonlinear time series models: consistency and asymptotic normality of nls under new conditions 0 0 0 1 0 0 3 12
Nonlinearities and outliers: robust specification of STAR models 0 0 1 38 0 1 3 84
Outliers robust ECM cointegration test based on the trend components 0 0 0 2 0 0 1 6
Patents, secret innovations and firm's rate of return: differential effects of the innovation leader 0 1 1 55 1 5 11 228
Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers 0 0 4 72 0 1 7 144
Range unit root tests 0 0 0 191 0 0 1 549
Robust investment climate effects on alternative firm-level productivity measures 0 0 0 56 0 0 2 136
Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America 1 3 6 312 3 7 27 983
Score-driven dynamic patent count panel data models 0 0 2 30 1 1 12 46
Score-driven non-linear multivariate dynamic location models 0 0 0 17 0 1 8 27
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 2 35 35 2 8 30 30
Searching for linear and nonlinear cointegration: a new approach 0 0 0 0 0 0 0 10
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada 0 0 38 38 3 5 26 26
Seasonal quasi-vector autoregressive models for macroeconomic data 0 0 4 37 3 5 24 46
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models 1 1 34 34 1 3 30 30
Syncronicity between macroeconomic time series: an exploratory analysis 0 0 0 1 0 1 2 7
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 1 3 1 2 5 17
The Spanish 1898 disaster: the drift towards national-protectionism 0 0 6 70 1 5 30 781
The power log-GARCH model 0 2 4 111 1 5 16 334
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 1 2 4 19 1 2 4 48
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 1 1 10 0 1 5 48
Total Working Papers 9 43 230 6,283 61 152 574 16,726


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve 0 0 1 1 0 0 6 6
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 0 0 0 44 0 0 0 161
Asymmetries in bid and ask responses to innovations in the trading process 0 0 1 47 0 0 3 153
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 0 8 0 0 2 44
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test 0 0 0 30 0 0 0 86
COINTEGRATION AND COMMON FACTORS 0 0 0 0 0 0 0 0
Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model 0 0 1 102 0 0 4 225
Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms 0 0 0 13 1 2 4 58
Editor's introduction: Asymmetries and nonlinearities in dynamic economic models 0 0 0 14 0 0 0 90
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 1 1 0 2 14 14
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 1 0 0 2 18
Estimation of log-GARCH models in the presence of zero returns 0 0 0 1 0 0 3 4
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 14 0 0 0 85
INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA 0 0 1 1 2 3 6 7
Information-Theoretic Analysis of Serial Dependence and Cointegration 0 0 0 96 0 2 4 246
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 38 1 1 7 137
Managing external knowledge flows: The moderating role of absorptive capacity 1 2 3 123 1 5 23 449
Modelling Electricity Prices: International Evidence 1 1 13 65 2 4 32 202
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878 2000) 0 0 0 113 0 0 0 241
Non-linear error correction, asymmetric adjustment and cointegration 0 0 0 83 1 1 5 201
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 1 1 1 1 1 3 11 11
Nonlinear error correction models 0 1 1 1 1 2 6 6
On the bi-dimensionality of liquidity 0 0 0 39 2 2 4 177
Outliers - robust ECM cointegration tests based on the trend components 0 0 0 58 0 2 3 271
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers 1 1 2 17 1 1 9 86
PcGive Professional 8: A Review 0 0 0 142 2 2 2 530
Predicción y análisis de funciones de exportación e importación en España 0 0 0 87 0 0 1 713
Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers 0 0 0 53 1 6 12 222
Score-driven dynamic patent count panel data models 0 0 1 8 0 1 3 21
Testing for cointegration using induced-order statistics 0 0 0 25 0 0 0 86
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 1 1 2 281 1 1 4 1,001
The Econometrics of Industrial Organization 0 0 0 201 1 1 2 405
The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism 0 0 0 6 1 2 7 27
The impact of health research on length of stay in Spanish public hospitals 0 1 5 6 0 2 11 25
Total Journal Articles 5 8 33 1,720 19 45 190 6,008


Statistics updated 2019-09-09