Rosa Badillo
TitleCited byYear
Corrigendum to" Detection of change in persistence of a linear time series"[J. Econom. 95 (2000) 97-116]
JY Kim, J Belaire-Franch, RB Amador
Journal of Econometrics 109 (2), 389-392, 2002
982002
The Fisher effect in the EU revisited: New evidence using panel cointegration estimation with global stochastic trends
R Badillo, C Reverte, E Rubio
Applied Economics Letters 18 (13), 1247-1251, 2011
162011
“Contrastación empírica del Efecto Fisher en la Unión Europea mediante técnicas de cointegración con datos de panel
R Badillo, C Reverte, E Rubio
CUADERNOS DE ECONOMÍA Y DIRECCIÓN DE LA EMPRESA 44, 101-120, 2010
13*2010
Spurious rejection of the stationarity hypothesis in the presence of a break point
R Badillo, J Belaire-Franch, D Contreras
Applied Economics 34 (15), 1917-1923, 2002
92002
Residual-based block bootstrap for cointegration testing
R Badillo, J Belaire-Franch, C Reverte
Applied Economics Letters 17 (10), 999-1003, 2010
62010
Cotendencia no lineal entre tipo de interés y tasa de inflación
RB AMADOR, J BELAIRE-FRANCH
Revista de Economía Aplicada 11 (31), 51-80, 2003
12003
Alternative equity financing instruments for entrepreneurial ventures: a bibliometric analysis of research in the last three decades
C Reverte, R Badillo
CURRENT SCIENCE 116 (6), 926-935, 2019
2019
Spurious rejections by Dickey-Fuller tests in the presence of an endogenously determined break under the null
R Badillo Amador, J Belaire Franch, C Reverte Maya
Revista de Métodos Cuantitativos para la Economía y la Empresa 9, 3-16, 2010
2010
Detection of change in persistence of a linear time series (vol 95, 97, 2000)
JY Kim, J Belaire-Franch, RB Amador
JOURNAL OF ECONOMETRICS 109 (2), 389-392, 2002
2002
WITHDRAWN: Corrigendum to “Detection of change in persistence of a linear time series”:[J. Econom. 95 (2000) 97–116]
JY Kim, JB Franch, RB Amador
Journal of Econometrics, 2001
2001
VOLUME XI SPRING 2003
RB AMADOR, J BELAIRE-FRANCH
VOLUMEN XI PRIMAVERA 2003
CNOLET DE, IYT DE INFLACIÓN, RB AMADOR, J BELAIRE-FRANCH
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