Vanessa Berenguer-Rico
Names
first: | Vanessa |
last: | Berenguer-Rico |
Contact
email: |
Affiliations
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Oxford University
→ Department of Economics (weight: 50%)
- website
- location: Oxford, United Kingdom
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Oxford University
→ Department of Economics
→ Economics Group, Nuffield College (weight: 50%)
- website
- location: Oxford, United Kingdom
Research profile
author of:
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Testing for multicointegration in panel data with common factors
by Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre -
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes
by Berenguer Rico, Vanessa & Gonzalo, Jesús -
Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit.
by Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre -
Testing for Multicointegration in Panel Data with Common Factors*
by Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre -
Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
by Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre -
Co-summability from linear to non-linear cointegration
by Berenguer Rico, Vanessa & Gonzalo, Jesús -
Cumulated sum of squares statistics for non-linear and non-stationary regressions
by Vanessa Berenguer-Rico & Bent Nielsen -
Marked and Weighted Empirical Processes of Residuals with Applications to Robust Regressions
by Vanessa Berenguer Rico & Bent Nielsen -
Summability of stochastic processes—A generalization of integration for non-linear processes
by Berenguer-Rico, Vanessa & Gonzalo, Jesús -
White heteroscedasticty testing after outlier removal
by Vanessa Berenguer Rico & Ines Wilms -
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
by Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen -
The analysis of marked and weighted empirical processes of estimated residuals
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen -
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen -
The analysis of marked and weighted empirical processes of estimated residuals
by Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen -
CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS
by Berenguer-Rico, Vanessa & Nielsen, Bent -
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen -
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
by Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen -
Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
by Vanessa Berenguer Rico & Bent Nielsen & SÃren Johansen -
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
by Vanessa Berenguer Rico & Bent Nielsen & SÃren Johansen -
The analysis of marked and weighted empirical processes of estimated residuals
by Vanessa Berenguer Rico & Bent Nielsen & SÃren Johansen