Items where Author is "Hualde, Javier"

Number of items: 4.
Article
  • Gaussian pseudo-maximum likelihood estimation of fractional time series models. Hualde, Javier; Robinson, Peter
    • Report
  • Cointegration in fractional systems with unkown integration orders. Hualde, Javier; Robinson, Peter M.
    • Working paper
  • Cointegration in fractional systems with unknown integration orders. Robinson, Peter M.; Hualde, Javier
  • Semiparametric Estimation of Fractional Cointegration. Hualde, Javier; Robinson, Peter M.