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 1 3 0 0 2 7
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 1 0 0 0 6
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 0 0 1 478
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 1 0 0 0 10
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 0 1 3,698
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 0 0 48
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 0 0 0 775
FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes 1 1 1 3 1 1 1 11
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 0 3 243
Fractional cointegrating regressions in the presence of linear time trends 0 0 1 1 0 0 3 11
Fractional integration versus trend stationary in time series analysis 0 0 0 1 0 0 3 7
How spurious features arise in case of fractional cointegration 0 0 1 1 0 0 1 6
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 0 0 0 1 3
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 0 0 4
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 1 1 4 0 2 4 35
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 1 2 4 1 7 25 41
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 0 1,124
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 3 0 1 11 38
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 1 1 1 8
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 2 9 0 0 3 92
Searching for fractional evidence using combined unit root tests 0 0 0 2 0 2 3 6
Spurious Multicointegration 0 0 0 0 0 0 0 546
Spurius regression theory with nonstationary fractionally integrated processes 0 0 0 2 0 0 1 6
The correlogram of a long memory process plus a simple noise 0 1 4 7 0 2 8 18
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 0 2 12
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 0 2 33
Total Working Papers 1 4 13 173 3 16 76 7,266


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 40 0 0 0 211
Consistent Testing of Cointegrating Relationships 0 1 1 141 0 1 1 430
Correlation theory of spuriously related higher order integrated processes 0 0 0 16 0 0 0 127
Fractional cointegration in the presence of linear trends 0 0 0 33 0 0 1 70
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 14 0 0 0 85
New Observational Equivalence and Fractionally Integrated Processes 0 0 0 5 0 0 1 41
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 0 0 2 203
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 111 0 1 1 442
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 0 0 1 43
Residual log-periodogram inference for long-run relationships 0 2 3 104 0 2 3 350
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 0 0 3 0 0 0 12
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 46 0 0 1 167
The Stationarity Conditions for an AR(2) Process and Schur's Theorem 0 0 4 146 0 0 5 407
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 14 0 0 0 64
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 0 0 170
Total Journal Articles 0 3 8 729 0 4 16 2,822


Statistics updated 2019-06-03