Hualde, Javier

Number of items: 5.
2011
  • Hualde, Javier, Robinson, Peter (2011). Gaussian pseudo-maximum likelihood estimation of fractional time series models. Annals of Statistics, 39(6), 3152-3181. https://doi.org/10.1214/11-AOS931SUPP
    • 2006
  • Hualde, Javier, Robinson, Peter M. (2006). Semiparametric Estimation of Fractional Cointegration. Suntory and Toyota International Centres for Economics and Related Disciplines.
    • 2004
  • Hualde, Javier (2004). Estimation of fractional co-integration with unknown integration orders. [Doctoral thesis]. London School of Economics and Political Science.
    • 2003
  • Robinson, Peter M., Hualde, Javier (2003). Cointegration in fractional systems with unknown integration orders. (Econometrics; EM/2003/449 EM/03/449). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hualde, Javier, Robinson, Peter M. (2003). Cointegration in fractional systems with unkown integration orders. (Econometrics EM/2003/449). Suntory and Toyota International Centres for Economics and Related Disciplines.