Vanessa Berenguer-Rico

Names

Contact

Affiliations

• Oxford University → Department of Economics (weight: 50%)
  • website
  • location: Oxford, United Kingdom
• Oxford University → Department of Economics → Economics Group, Nuffield College (weight: 50%)
  • website
  • location: Oxford, United Kingdom

Research profile

author of:

• 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