Francesc Marmol
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- Spurious Multicointegration (RePEc:aub:autbar:302.95)
by Marmol,F. - On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions (RePEc:aub:autbar:379.97)
by Marmol, F. & Reboredo, J.C. - Detecting Unbalanced Regressions Using the Durbin-Watson Test (RePEc:aub:autbar:380.97)
by Marmol, F. & Reboredo, J.C. - Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes (RePEc:bde:wpaper:9617)
by Juan J. Dolado & Francisco Mármol - SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES (RePEc:bla:jtsera:v:16:y:1995:i:3:p:313-321)
by Francesc Marmol - Fractional cointegration in the presence of linear trends (RePEc:bla:jtsera:v:29:y:2008:i:6:p:1088-1103)
by Uwe Hassler & Francesc Marmol & Carlos Velasco - Nonsense Regressions between Integrated Processes of Different Orders (RePEc:bla:obuest:v:58:y:1996:i:3:p:525-36)
by Marmol, Francesc - Near Observational Equivalence and Fractionally Integrated Processes (RePEc:bla:obuest:v:61:y:1999:i:2:p:283-290)
by Francesc Marmol & Juan C. Reboredo - Unknown item RePEc:bla:obuest:v:61:y:1999:i:2:p:283-90 (article)
- Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers (RePEc:cte:werepe:we20091101)
by Arranz, Miguel A. & Mármol, Francesc - Fractional integration versus trend stationary in time series analysis (RePEc:cte:wsrepe:10498)
by Marmol, Francesc - Near observational equivalence and fractionally integrated processes (RePEc:cte:wsrepe:10611)
by Marmol, Francesc & Reboredo, Juan C. - Searching for fractional evidence using combined unit root tests (RePEc:cte:wsrepe:10613)
by Marmol, Francesc - Out-of-sample forecast errors in misspecified perturbed long memory processes (RePEc:cte:wsrepe:10684)
by Marmol, Francesc & Arranz, Miguel A. - Spurius regression theory with nonstationary fractionally integrated processes (RePEc:cte:wsrepe:10733)
by Marmol, Francesc - On the properties of the Dickey-Pantula test against fractional alternatives (RePEc:cte:wsrepe:4549)
by Mármol, Francesc - FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes (RePEc:cte:wsrepe:4672)
by Mármol, Francesc - Monte Carlo evidence on the power of the Durbin-Watson test against nonsense relationships (RePEc:cte:wsrepe:6209)
by Mármol, Francesc & Reboredo, Juan C. - A beveridge-nelson decomposition for fractionally integrated time series (RePEc:cte:wsrepe:6262)
by Ariño, Miguel A. & Marmol, Francesc - A new instrumental variable approach for estimation and testing in fractional cointegrating regressions (RePEc:cte:wsrepe:6298)
by Mármol, Francesc & Aparicio, Felipe M. - Ols-based asymptotic inference in linear regression models with trending regressors and ar(p)-disturbances (RePEc:cte:wsrepe:6300)
by Krämer, Walter & Mármol, Francesc - The power of residual base tests for cointegration when residuals are fractionally integrated (RePEc:cte:wsrepe:6301)
by Krämer, Walter & Mármol, Francesc - How spurious features arise in case of fractional cointegration (RePEc:cte:wsrepe:6349)
by Mármol, Francesc - Asymptotic inference for monstationary fractionally integrated processes (RePEc:cte:wsrepe:6350)
by Mármol, Francesc - Fractional cointegrating regressions in the presence of linear time trends (RePEc:cte:wsrepe:9794)
by Hassler, Uwe & Marmol, Francesc - The correlogram of a long memory process plus a simple noise (RePEc:cte:wsrepe:9820)
by Granger, C.W.J. (Clive William John) & Marmol, Francesc - Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration (RePEc:cup:etheor:v:18:y:2002:i:03:p:646-672_18)
by Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M. - Residual log-periodogram inference for long-run relationships (RePEc:dar:wpaper:18289)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - Residual Log-Periodogram Inference for Long-Run-Relationships (RePEc:dar:wpaper:37317)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - Residual Log-Periodogram Inference for Long-Run-Relationships (RePEc:dar:wpaper:77562)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - Consistent Testing of Cointegrating Relationships (RePEc:ecm:emetrp:v:72:y:2004:i:6:p:1809-1844)
by Francesc Marmol & Carlos Velasco - Asymptotic inference results for multivariate long-memory processes (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:168-190)
by Juan J. Dolado & Francesc Marmol - Correlation theory of spuriously related higher order integrated processes (RePEc:eee:ecolet:v:50:y:1996:i:2:p:169-173)
by Marmol, Francesc - On the properties of the Dickey-Pantula test against fractional alternatives (RePEc:eee:ecolet:v:57:y:1997:i:1:p:11-16)
by Dolado, Juan J. & Marmol, Francesc - The power of residual-based tests for cointegration when residuals are fractionally integrated (RePEc:eee:ecolet:v:82:y:2004:i:1:p:63-69)
by Kramer, Walter & Marmol, Francesc - Trend stationarity versus long-range dependence in time series analysis (RePEc:eee:econom:v:108:y:2002:i:1:p:25-42)
by Marmol, Francesc & Velasco, Carlos - Residual log-periodogram inference for long-run relationships (RePEc:eee:econom:v:130:y:2006:i:1:p:165-207)
by Hassler, U. & Marmol, F. & Velasco, C. - Spurious regression theory with nonstationary fractionally integrated processes (RePEc:eee:econom:v:84:y:1998:i:2:p:233-250)
by Marmol, Francesc - Fractional Cointegrating Regression In The Presence Of Linear Time Trends (RePEc:sce:scecf0:138)
by Uwe Hassler & Francesc Marmol & C. Velasco - Asymptotic Inference for Nonstationary Fractionally Integrated Processes (RePEc:sce:scecf9:513)
by Francesc Marmol & Juan J. Dolado - Out-of-sample forecast errors in misspecific perturbed long memory processes (RePEc:spr:stpapr:v:42:y:2001:i:4:p:423-436)
by Miguel Arranz & Francesc Marmol - Residual Log-Periodogram Inference for Long-Run Relationships (RePEc:zbw:darddp:dar_37317)
by Hassler, Uwe & Marmol, Francesc & Velasco, Carlos - The power of residual-based tests for cointegration when residuals are fractionally integrated (RePEc:zbw:sfb475:199842)
by Krämer, Walter & Marmol, Francesc - OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances (RePEc:zbw:sfb475:199843)
by Krämer, Walter & Marmol, Francesc