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 4 8 28
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 1 3 0 8 11 31
Asymptotic Inference for Nonstationary Fractionally Integrated Processes 0 0 0 121 2 8 10 501
Asymptotic inference for monstationary fractionally integrated processes 0 0 0 2 1 1 2 22
Detecting Unbalanced Regressions Using the Durbin-Watson Test 0 0 0 0 0 4 5 3,719
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 5 6 7 82
Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes 0 0 0 0 0 5 8 803
FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes 0 0 0 5 0 3 3 26
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 1 3 7 259
Fractional cointegrating regressions in the presence of linear time trends 0 0 0 1 0 2 2 29
Fractional integration versus trend stationary in time series analysis 0 0 0 3 0 4 5 26
How spurious features arise in case of fractional cointegration 0 0 0 3 0 4 6 28
Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships 0 0 0 4 1 3 4 32
Near observational equivalence and fractionally integrated processes 0 0 0 0 1 5 5 16
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances 0 0 0 4 0 2 3 44
Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances 0 0 0 12 3 13 16 125
On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions 0 0 0 0 0 3 4 1,140
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 1 6 2 5 7 80
Out-of-sample forecast errors in misspecified perturbed long memory processes 0 0 0 0 0 4 5 26
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 0 7 13 143
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 1 1 0 7 13 22
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 1 6 7 18
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 5 9 17
Searching for fractional evidence using combined unit root tests 0 0 0 5 4 6 8 21
Spurious Multicointegration 0 0 0 0 0 9 9 562
Spurius regression theory with nonstationary fractionally integrated processes 0 0 0 2 0 2 2 22
The correlogram of a long memory process plus a simple noise 0 0 1 9 0 5 6 51
The power of residual base tests for cointegration when residuals are fractionally integrated 0 0 0 0 1 6 9 30
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 1 0 3 4 50
Total Working Papers 0 0 4 207 23 143 198 7,953

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 4 4 223
Consistent Testing of Cointegrating Relationships 0 0 0 145 1 6 8 455
Correlation theory of spuriously related higher order integrated processes 0 0 0 18 0 6 6 146
Fractional cointegration in the presence of linear trends 0 0 0 34 0 2 4 132
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 0 6 9 109
Near Observational Equivalence and Fractionally Integrated Processes 0 0 0 0 0 4 7 10
Nonsense Regressions between Integrated Processes of Different Orders 0 0 0 0 0 1 2 211
On the properties of the Dickey-Pantula test against fractional alternatives 0 0 0 112 0 7 14 471
Out-of-sample forecast errors in misspecific perturbed long memory processes 0 0 0 4 2 8 9 59
Residual log-periodogram inference for long-run relationships 0 0 0 107 1 2 3 415
SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES 0 0 0 7 0 1 2 29
Spurious regression theory with nonstationary fractionally integrated processes 0 0 0 48 1 5 9 195
The power of residual-based tests for cointegration when residuals are fractionally integrated 0 0 0 18 3 5 7 90
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 1 5 5 191
Total Journal Articles 0 0 0 601 9 62 89 2,736
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Statistics updated 2026-03-04