Items where authors include "Hualde, Javier"

Article

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2019) Fixed bandwidth inference for fractional cointegration. Journal of Time Series Analysis. 40. 544–572. ISSN 1467-9892

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2017) Revisiting inflation in the euro area allowing for long memory. Economics Letters. pp. 145-150. ISSN 0165-1765

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2017) Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. Economics Letters. pp. 39-43. ISSN 0165-1765

Hualde, Javier and Iacone, Fabrizio orcid.org/0000-0002-2681-9036 (2015) Small-b and fixed-b asymptotics for weighted covariance estimation in fractional cointegration. Journal of Time Series Analysis. pp. 528-540. ISSN 1467-9892