Publicaciones en colaboración con investigadores/as de Universitat de València (5)

2010

  1. Residual-based block bootstrap for cointegration testing

    Applied Economics Letters, Vol. 17, Núm. 10, pp. 999-1003

2008

  1. Spurious rejection using recursive, rolling and sequential tests in the presence of a break under the null

    XXXIII Simposio de Análisis Económico

2002

  1. Erratum: Detection of change in persistence of a linear time series (Journal of Economics (2000) 95 (97-116) PII: S0304407699000317)

    Journal of Econometrics

  2. Spurious rejection of the stationarity hypothesis in the presence of a break point

    Applied Economics, Vol. 34, Núm. 15, pp. 1917-1923

1999

  1. Regional Dynamic Forecasting through Error Correction Mechanisms

    38th Annual Meeting of the Western Regional Science Association