J. Hualde

发表

Estimation of long-run parameters in unbalanced cointegration

J. Hualde, 2014 .

Consistent estimation of cointegrating subspaces

J. Hualde, 2009 .

Spatial Integration in the Spanish Mackerel Market

A. Murillas-Maza, J. Arteche, J. Hualde, 2014 .

Truncated sum-of-squares estimation of fractional time series models with generalized power law trend

M. Nielsen, J. Hualde, 2022, Electronic Journal of Statistics.

First Stage Estimation of Fractional Cointegration

F. Iacone, J. Hualde, 2012 .

Kondo spin splitting in quantum dots with ferromagnetic leads

G. Chiappe, E. Anda, J. Hualde, 2006 .

Fixed Bandwidth Inference for Fractional Cointegration

F. Iacone, J. Hualde, 2019, Journal of Time Series Analysis.

Regression-based analysis of cointegration systems

J. Hualde, Javier Gomez-Biscarri, 2015 .

A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings

Javier Gomez-Biscarri, Javier Hualde, J. Hualde, 2015 .

Fractional Integration and Cointegration: An Overview and an Empirical Application

Luis A. Gil-Alana, L. Gil‐Alana, Javier Hualde, 2009 .

TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS

M. Nielsen, J. Hualde, 2020, Econometric Theory.

Semiparametric Estimation of Fractional Cointegration

J. Hualde, 2006 .

Kondo spin splitting with slave boson

G. Chiappe, E. Anda, J. Hualde, 2006 .

Small‐b and Fixed‐b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration

F. Iacone, J. Hualde, 2015 .

Magnetism as indirect tool for carbon content assessment in nickel nanoparticles

R. Pellenq, Y. Oumellal, C. Bichara, 2017 .

Revisiting inflation in the euro area allowing for long memory

F. Iacone, J. Hualde, 2017 .

Semiparametric inference in multivariate fractionally cointegrated systems

P. Robinson, J. Hualde, 2010 .

Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk

J. Escanciano, J. Hualde, 2017, Journal of Business & Economic Statistics.

Persistence in Nonlinear Time Series: A Nonparametric Approach

J. Escanciano, J. Hualde, 2009 .

Cointegration in Fractional Systems with Unkown Integration Orders

J. Hualde, 2003 .

Autocorrelation robust inference using the Daniell kernel with fixed bandwidth

F. Iacone, J. Hualde, 2015 .

Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes

F. Iacone, J. Hualde, 2017 .

Fractional integration and cointegration

M. Nielsen, J. Hualde, Javier Haulde, 2022, 2211.10235.

UNBALANCED COINTEGRATION

J. Hualde, 2006, Econometric Theory.

Local Whittle estimation of long memory: Standard versus bias-reducing techniques

J. Hualde, Javier García‐Enríquez, 2019, Econometrics and Statistics.

Root-N-Consistent Estimation of Weak Fractional Cointegration

J. Hualde, 2006 .

WALD TESTS OF I ( 1 ) AGAINST I ( d ) ALTERNATIVES : SOME NEW PROPERTIES AND AN EXTENSION TO PROCESSES WITH TRENDING COMPONENTS

P. Robinson, J. Hidalgo, C. Velasco, 2007 .

A simple test for the equality of integration orders

J. Hualde, 2013 .