Carlos Velasco
TitleCited byYear
Gaussian semiparametric estimation of non‐stationary time series
C Velasco
Journal of Time Series Analysis 20 (1), 87-127, 1999
3791999
Non-stationary log-periodogram regression
C Velasco
Journal of econometrics 91 (2), 325-371, 1999
3521999
Long memory in stock-market trading volume
IN Lobato, C Velasco
Journal of Business & Economic Statistics 18 (4), 410-427, 2000
2332000
Whittle pseudo-maximum likelihood estimation for nonstationary time series
C Velasco, PM Robinson
Journal of the American Statistical Association 95 (452), 1229-1243, 2000
2242000
Generalized spectral tests for the martingale difference hypothesis
JC Escanciano, C Velasco
Journal of Econometrics 134 (1), 151-185, 2006
1362006
Efficient Wald tests for fractional unit roots
IN Lobato, C Velasco
Econometrica 75 (2), 575-589, 2007
1242007
Non-Gaussian log-periodogram regression
C Velasco
Econometric Theory 16 (1), 44-79, 2000
1202000
Gaussian semi‐parametric estimation of fractional cointegration
C Velasco
Journal of Time Series Analysis 24 (3), 345-378, 2003
752003
Edgeworth expansions for spectral density estimates and studentized sample mean
C Velasco, PM Robinson
Econometric Theory 17 (3), 497-539, 2001
702001
A simple test of normality for time series
IN Lobato, C Velasco
Econometric Theory 20 (4), 671-689, 2004
66*2004
Distribution free goodness-of-fit tests for linear processes
MA Delgado, J Hidalgo, C Velasco
The Annals of Statistics 33 (6), 2568-2609, 2005
632005
Residual log-periodogram inference for long-run relationships
U Hassler, F Marmol, C Velasco
Journal of Econometrics 130 (1), 165-207, 2006
59*2006
Consistent testing of cointegrating relationships
F Marmol, C Velasco
Econometrica 72 (6), 1809-1844, 2004
482004
Autocorrelation-robust inference
PM Robinson, C Velasco
Handbook of Statistics 15, 267-298, 1997
401997
Specification tests of parametric dynamic conditional quantiles
JC Escanciano, C Velasco
Journal of Econometrics 159 (1), 209-221, 2010
372010
Lecture attendance, study time, and academic performance: A panel data study
V Andrietti, C Velasco
The Journal of Economic Education 46 (3), 239-259, 2015
32*2015
Optimal Fractional Dickey–Fuller tests
IN Lobato, C Velasco
The Econometrics Journal 9 (3), 492-510, 2006
32*2006
A Wald test for the cointegration rank in nonstationary fractional systems
M Avarucci, C Velasco
Journal of Econometrics 151 (2), 178-189, 2009
252009
Testing the martingale difference hypothesis using integrated regression functions
JC Escanciano, C Velasco
Computational Statistics & Data Analysis 51 (4), 2278-2294, 2006
232006
An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking
MA Delgado, C Velasco
Journal of the American Statistical Association 106 (495), 946-958, 2011
222011
The system can't perform the operation now. Try again later.
Articles 1–20