Carmelo
Reverte Maya
Catedrático de Universidad
Jorge
Belaire Franch
Publications by the researcher in collaboration with Jorge Belaire Franch (4)
2010
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Residual-based block bootstrap for cointegration testing
Applied Economics Letters, Vol. 17, Núm. 10, pp. 999-1003
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Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null
Revista de métodos cuantitativos para la economía y la empresa, Vol. 9, pp. 3-16
2008
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Spurious rejection using recursive, rolling and sequential tests in the presence of a break under the null
XVI Reunión de ASEPUMA y IV Encuentro Internacional de Profesores Universitarios de Matemáticas para la Economía y la Empresa
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Spurious rejection using recursive, rolling and sequential tests in the presence of a break under the null
XXXIII Simposio de Análisis Económico