Vanessa Berenguer-Rico

Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

S. Johansen, B. Nielsen, Vanessa Berenguer-Rico, 2019, SSRN Electronic Journal.

White heteroscedasticty testing after outlier removal

I. Wilms, Vanessa Berenguer-Rico, 2018 .

CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS

B. Nielsen, Vanessa Berenguer-Rico, 2020, Econometric Theory.

Co-summability from linear to non-linear co-integration

Vanessa Berenguer-Rico, 2011 .

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals

S. Johansen, B. Nielsen, Vanessa Berenguer-Rico, 2019, SSRN Electronic Journal.

Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability

Josep Lluís Carrion‐i‐Silvestre, Vanessa Berenguer-Rico, 2011 .

A model where the least trimmed squares estimator is maximum likelihood

S. Johansen, B. Nielsen, Vanessa Berenguer-Rico, 2023, Journal of the Royal Statistical Society Series B: Statistical Methodology.

Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit

Josep Lluís Carrion‐i‐Silvestre, Vanessa Berenguer-Rico, 2007 .

Heteroscedasticity testing after outlier removal

Vanessa Berenguer-Rico, Ines Wilms, I. Wilms, 2020, Econometric Reviews.

The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals

S. Johansen, B. Nielsen, Vanessa Berenguer-Rico, 2019, SSRN Electronic Journal.