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Carlos Velasco
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Gaussian semiparametric estimation of non‐stationary time series
C Velasco
Journal of Time Series Analysis 20 (1), 87-127, 1999
4341999
Non-stationary log-periodogram regression
C Velasco
Journal of econometrics 91 (2), 325-371, 1999
3941999
Long memory in stock-market trading volume
IN Lobato, C Velasco
Journal of Business & Economic Statistics 18 (4), 410-427, 2000
2622000
Whittle pseudo-maximum likelihood estimation for nonstationary time series
C Velasco, PM Robinson
Journal of the American Statistical Association 95 (452), 1229-1243, 2000
2472000
Generalized spectral tests for the martingale difference hypothesis
JC Escanciano, C Velasco
Journal of Econometrics 134 (1), 151-185, 2006
1792006
Efficient Wald tests for fractional unit roots
IN Lobato, C Velasco
Econometrica 75 (2), 575-589, 2007
1372007
Non-Gaussian log-periodogram regression
C Velasco
Econometric Theory 16 (1), 44-79, 2000
1222000
A simple test of normality for time series
IN Lobato, C Velasco
Econometric Theory 20 (4), 671-689, 2004
97*2004
Gaussian semi‐parametric estimation of fractional cointegration
C Velasco
Journal of Time Series Analysis 24 (3), 345-378, 2003
842003
Edgeworth expansions for spectral density estimates and studentized sample mean
C Velasco, PM Robinson
Econometric Theory 17 (3), 497-539, 2001
772001
Distribution free goodness-of-fit tests for linear processes
MA Delgado, J Hidalgo, C Velasco
The Annals of Statistics 33 (6), 2568-2609, 2005
672005
Specification tests of parametric dynamic conditional quantiles
JC Escanciano, C Velasco
Journal of Econometrics 159 (1), 209-221, 2010
612010
Residual log-periodogram inference for long-run relationships
U Hassler, F Marmol, C Velasco
Journal of Econometrics 130 (1), 165-207, 2006
60*2006
Lecture attendance, study time, and academic performance: A panel data study
V Andrietti, C Velasco
The Journal of Economic Education 46 (3), 239-259, 2015
56*2015
Delayed overshooting: is it an’80s puzzle?
SH Kim, S Moon, C Velasco
Journal of Political Economy 125 (5), 1570-1598, 2017
512017
Consistent testing of cointegrating relationships
F Marmol, C Velasco
Econometrica 72 (6), 1809-1844, 2004
512004
Autocorrelation-robust inference
PM Robinson, C Velasco
Handbook of Statistics 15, 267-298, 1997
431997
Optimal fractional Dickey–fuller tests
IN Lobato, C Velasco
The Econometrics Journal 9 (3), 492-510, 2006
36*2006
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
YE Ergemen, C Velasco
Journal of Econometrics 196 (2), 248-258, 2017
292017
Semiparametric estimation of long-memory models
C Velasco
Palgrave Macmillan, 2006
272006
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Artículos 1–20