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 1 1 1 4 1 1 2 8
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 1 0 1 1 7
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 0 1 1 479
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 1 0 1 1 11
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 1 2 3,699
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 3 3 51
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 0 0 1 3 0 0 1 11
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 1 3 244
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 0 0 2 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 1 1 2 7
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 0 0 2 3 5
Near observational equivalence and fractionally integrated processes 0 0 0 0 0 1 1 5
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 1 4 0 0 4 35
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 2 4 1 3 23 44
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 0 7 38
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 0 1 2 9
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 9 0 2 3 94
Searching for fractional evidence using combined unit root tests 0 0 0 2 0 0 3 6
Spurious Multicointegration 0 0 0 0 1 1 1 547
Spurius regression theory with nonstationary fractionally integrated processes 0 0 0 2 0 2 3 8
The correlogram of a long memory process plus a simple noise 0 0 4 7 0 2 9 20
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 0 1 3 13
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 1 3 34
Total Working Papers 1 1 10 174 4 26 86 7,292


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 0 1 141 1 1 2 431
Correlation theory of spuriously related higher order integrated processes 0 0 0 16 0 1 1 128
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 0 41
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 0 1 2 204
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 111 1 1 2 443
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 0 1 2 44
Residual log-periodogram inference for long-run relationships 0 0 2 104 0 0 2 350
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 1 1 4 0 2 2 14
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 46 3 4 4 171
The Stationarity Conditions for an AR(2) Process and Schur's Theorem 0 1 5 147 0 1 6 408
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 14 0 1 1 65
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 2 2 2 172
Total Journal Articles 0 2 9 731 7 15 27 2,837


Statistics updated 2019-09-09