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
A beveridge-nelson decomposition for fractionally integrated time series 0 0 0 6 1 4 11 32
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 3 2 4 14 35
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 0 1 10 502
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 2 1 6 8 28
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 4 6 11 3,725
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 6 12 88
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 0 3 11 806
FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes 0 0 0 5 0 1 4 27
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 5 12 264
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 0 5 7 34
Fractional integration versus trend stationary in time series analysis 0 0 0 3 1 4 9 30
How spurious features arise in case of fractional cointegration 0 0 0 3 3 4 10 32
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 4 8 36
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 5 10 21
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 2 5 46
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 0 1 17 126
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 3 1,140
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 1 6 0 4 11 84
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 0 3 8 29
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 2 5 18 148
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 1 1 0 3 16 25
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 4 11 22
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 2 10 19
Searching for fractional evidence using combined unit root tests 0 0 0 5 1 3 11 24
Spurious Multicointegration 0 0 0 0 0 1 10 563
Spurius regression theory with nonstationary fractionally integrated processes 0 0 0 2 0 2 4 24
The correlogram of a long memory process plus a simple noise 0 0 1 9 0 1 7 52
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 2 4 13 34
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 1 4 8 54
Total Working Papers 0 0 3 207 18 97 289 8,050

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 0 0 0 41 0 3 7 226
Consistent Testing of Cointegrating Relationships 0 0 0 145 2 2 10 457
Correlation theory of spuriously related higher order integrated processes 0 0 0 18 0 5 11 151
Fractional cointegration in the presence of linear trends 0 0 0 34 0 2 6 134
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 0 2 11 111
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 4 11 14
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 0 3 4 214
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 112 1 2 14 473
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 0 2 11 61
Residual log-periodogram inference for long-run relationships 0 0 0 107 0 4 7 419
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 0 0 7 0 4 6 33
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 48 0 1 10 196
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 1 3 9 93
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 1 6 192
Total Journal Articles 0 0 0 601 4 38 123 2,774
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Statistics updated 2026-06-04