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Carlos Velasco
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Cited by
Cited by
Year
Gaussian semiparametric estimation of non‐stationary time series
C Velasco
Journal of Time Series Analysis 20 (1), 87-127, 1999
4481999
Non-stationary log-periodogram regression
C Velasco
Journal of econometrics 91 (2), 325-371, 1999
4051999
Long memory in stock-market trading volume
IN Lobato, C Velasco
Journal of Business & Economic Statistics 18 (4), 410-427, 2000
2762000
Whittle pseudo-maximum likelihood estimation for nonstationary time series
C Velasco, PM Robinson
Journal of the American Statistical Association 95 (452), 1229-1243, 2000
2562000
Generalized spectral tests for the martingale difference hypothesis
JC Escanciano, C Velasco
Journal of Econometrics 134 (1), 151-185, 2006
2142006
Efficient Wald tests for fractional unit roots
IN Lobato, C Velasco
Econometrica 75 (2), 575-589, 2007
1402007
Non-Gaussian log-periodogram regression
C Velasco
Econometric Theory 16 (1), 44-79, 2000
1292000
A simple test of normality for time series
IN Lobato, C Velasco
Econometric Theory 20 (4), 671-689, 2004
117*2004
Edgeworth expansions for spectral density estimates and studentized sample mean
C Velasco, PM Robinson
Econometric Theory 17 (3), 497-539, 2001
882001
Gaussian semi‐parametric estimation of fractional cointegration
C Velasco
Journal of time series analysis 24 (3), 345-378, 2003
812003
Distribution free goodness-of-fit tests for linear processes
MA Delgado, J Hidalgo, C Velasco
722005
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
70*2015
Delayed overshooting: is it an’80s puzzle?
SH Kim, S Moon, C Velasco
Journal of Political Economy 125 (5), 1570-1598, 2017
672017
Specification tests of parametric dynamic conditional quantiles
JC Escanciano, C Velasco
Journal of Econometrics 159 (1), 209-221, 2010
672010
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
572004
Autocorrelation-robust inference
PM Robinson, C Velasco
Handbook of Statistics 15, 267-298, 1997
461997
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
YE Ergemen, C Velasco
Journal of Econometrics 196 (2), 248-258, 2017
382017
Optimal fractional Dickey–fuller tests
IN Lobato, C Velasco
The Econometrics Journal 9 (3), 492-510, 2006
36*2006
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
302011
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Articles 1–20