Items where Author is "Velasco, Carlos"

Number of items: 14.
Article
  • Bootstrap assisted specification tests for the afirma model. Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos
  • Distribution free goodness-of-fit tests for linear processes. Hidalgo, Javier and Delgado, Miguel and Velasco, Carlos
  • Distribution-free specification tests for dynamic linear models. Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos
  • Edgeworth expansions for spectral density estimates and studentized sample mean. Velasco, Carlos and Robinson, Peter M.
  • Efficient inference on fractionally integrated panel data models with fixed effects. Robinson, Peter M. and Velasco, Carlos
  • Estimation for dynamic panel data with individual effects. Robinson, Peter M. and Velasco, Carlos
  • Inference on trending panel data. Robinson, Peter and Velasco, Carlos
    • Conference or Workshop Item
  • Bootstrap assisted specification tests for the FARIMA model. Delgado, Miguel A and Hidalgo, Javier and Velasco, Carlos
  • Specification with lattice processes. Hidalgo, Javier and Velasco, Carlos
    • Report
  • Efficient inference on fractionally integrated panel data models with fixed effects. Robinson, Peter M. and Velasco, Carlos
    • Working paper
  • Distribution free goodness-of-fit tests for linear processes. (2005) Delgado, Miguel A. and Hidalgo, Javier and Velasco, Carlos
  • Autocorrelation-robust inference. Robinson, Peter M. and Velasco, Carlos
  • Edgeworth expansions for spectral density estimates and studentized sample mean. Robinson, Peter M. and Velasco, Carlos
  • Whittle pseudo-maximum likelihood estimation for nonstationary time series. Robinson, Peter M. and Velasco, Carlos