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 0 0 1 20
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 2 0 0 1 20
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 0 0 0 490
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 1 0 0 1 19
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 0 2 3,712
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 0 0 73
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 0 0 2 794
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 0 0 0 251
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 21
How spurious features arise in case of fractional cointegration 0 0 0 3 0 0 1 21
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 0 0 5 28
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 0 0 41
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 1 11 0 1 9 105
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 0 1 1,136
On the properties of the Dickey-Pantula test against fractional alternatives 1 1 1 5 1 1 4 71
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 0 0 0 21
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 0 0 3 127
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 0 2 8
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 0 3 10
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 0 2 8
Searching for fractional evidence using combined unit root tests 0 0 0 5 0 0 0 13
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 0 0 8 1 1 2 44
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 0 0 21
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 0 1 45
Total Working Papers 1 1 2 201 2 4 41 7,733

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 2 219
Consistent Testing of Cointegrating Relationships 0 0 0 145 0 0 0 447
Correlation theory of spuriously related higher order integrated processes 0 0 1 18 0 0 1 140
Fractional cointegration in the presence of linear trends 0 0 0 33 0 0 0 126
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 0 0 0 98
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 0 0 3
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 0 0 0 208
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 1 112 0 1 2 456
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 0 0 3 50
Residual log-periodogram inference for long-run relationships 0 0 1 106 0 0 3 411
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 0 1 7 0 0 2 25
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 48 0 1 1 186
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 1 18 0 0 2 81
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 0 0 185
Total Journal Articles 0 0 5 599 0 2 16 2,635
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Statistics updated 2024-09-04