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 2 4 7 27
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 1 3 6 9 11 31
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 2 7 8 499
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 2 0 1 1 21
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 2 4 7 3,719
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 1 1 2 77
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 5 7 8 803
FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes 0 0 0 5 3 3 3 26
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 2 5 7 258
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 1 2 2 29
Fractional integration versus trend stationary in time series analysis 0 0 0 3 2 4 5 26
How spurious features arise in case of fractional cointegration 0 0 0 3 2 4 7 28
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 2 2 3 31
Near observational equivalence and fractionally integrated processes 0 0 0 0 4 4 4 15
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 2 2 3 44
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 8 10 13 122
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 3 3 4 1,140
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 1 6 3 3 6 78
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 3 5 5 26
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 5 9 13 143
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 4 5 6 17
Residual Log-Periodogram Inference for Long-Run-Relationships 0 1 1 1 5 11 14 22
Residual log-periodogram inference for long-run relationships 0 0 0 0 2 7 9 17
Searching for fractional evidence using combined unit root tests 0 0 0 5 2 3 4 17
Spurious Multicointegration 0 0 0 0 5 9 9 562
Spurius regression theory with nonstationary fractionally integrated processes 0 0 0 2 2 2 2 22
The correlogram of a long memory process plus a simple noise 0 0 1 9 4 5 7 51
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 4 7 8 29
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 2 3 5 50
Total Working Papers 0 1 4 207 88 141 183 7,930

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 3 4 4 223
Consistent Testing of Cointegrating Relationships 0 0 0 145 3 5 7 454
Correlation theory of spuriously related higher order integrated processes 0 0 0 18 5 6 6 146
Fractional cointegration in the presence of linear trends 0 0 0 34 1 2 5 132
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 4 6 11 109
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 1 4 7 10
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 1 1 2 211
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 112 6 7 14 471
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 3 6 7 57
Residual log-periodogram inference for long-run relationships 0 0 0 107 0 1 2 414
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 0 0 7 1 2 2 29
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 48 2 6 8 194
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 1 2 5 87
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 3 4 4 190
Total Journal Articles 0 0 0 601 34 56 84 2,727
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Statistics updated 2026-02-12