Items where Author is "Hualde, Javier"

Item Type No Grouping

Cointegration in fractional systems with unknown integration orders. Robinson, Peter M.; Hualde, Javier

Cointegration in fractional systems with unkown integration orders. Hualde, Javier; Robinson, Peter M.

Gaussian pseudo-maximum likelihood estimation of fractional time series models. Hualde, Javier; Robinson, Peter

Semiparametric Estimation of Fractional Cointegration. Hualde, Javier; Robinson, Peter M.