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 1 4 24
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 1 3 1 2 3 23
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 1 1 2 493
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 2 1 1 1 21
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 1 3 3,715
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 0 2 76
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 2 2 4 798
FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes 0 0 0 5 0 0 0 23
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 3 3 5 256
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 0 0 0 27
Fractional integration versus trend stationary in time series analysis 0 0 0 3 0 1 1 22
How spurious features arise in case of fractional cointegration 0 0 0 3 0 1 3 24
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 1 1 29
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 0 0 11
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 1 1 42
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 0 3 4 112
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 1 1,137
On the properties of the Dickey-Pantula test against fractional alternatives 0 1 1 6 0 2 4 75
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 1 1 1 22
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 2 3 8 136
Residual Log-Periodogram Inference for Long-Run-Relationships 1 1 1 1 4 4 7 15
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 1 2 12
Residual log-periodogram inference for long-run relationships 0 0 0 0 2 2 4 12
Searching for fractional evidence using combined unit root tests 0 0 0 5 1 1 2 15
Spurious Multicointegration 0 0 0 0 0 0 0 553
Spurius regression theory with nonstationary fractionally integrated processes 0 0 0 2 0 0 0 20
The correlogram of a long memory process plus a simple noise 0 1 1 9 0 1 2 46
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 2 2 3 24
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 0 2 47
Total Working Papers 1 3 4 207 21 35 70 7,810

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 0 0 219
Consistent Testing of Cointegrating Relationships 0 0 0 145 0 1 2 449
Correlation theory of spuriously related higher order integrated processes 0 0 0 18 0 0 0 140
Fractional cointegration in the presence of linear trends 0 0 1 34 0 0 4 130
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 0 1 5 103
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 2 3 6
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 0 0 1 210
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 112 0 4 7 464
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 0 1 1 51
Residual log-periodogram inference for long-run relationships 0 0 0 107 0 1 1 413
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 0 0 7 1 1 2 28
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 48 2 4 4 190
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 0 0 4 85
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 0 0 186
Total Journal Articles 0 0 1 601 3 15 34 2,674
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Statistics updated 2025-12-06