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C

Carlos Velasco

Universidad Carlos III de Madrid

24H指数
115论文数
2.7K被引数
收录论文 26
发表时间
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Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form在异方差形式未知的情况下非基本ARMA模型的时间域估计
errJournal of Econometrics
IF4
err2026-05-27
err0
errOAAI
errIgnacio N. Lobato; Carlos Velasco
err分享
err收藏
ESTIMATION OF TIME SERIES MODELS USING RESIDUALS DEPENDENCE MEASURES
errANNALS OF STATISTICS
IF3.7
err2022-10-01
err2
PREAI
errVelasco, Carlos
err分享
err收藏
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
errECONOMETRICS JOURNAL
IF7
err2022-01-12
err3
PREAI
errLobato, Ignacio N.; Velasco, Carlos
err分享
err收藏
Recursive lower and dual upper bounds for Bermudan-style options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-01-01
err4
PREAI
errIbanez, Alfredo; Velasco, Carlos
err分享
err收藏
Inference on trending panel data
errJOURNAL OF ECONOMETRICS
IF4
err2018-10-01
err1
errOAAI
errRobinson, Peter M.; Velasco, Carlos
err分享
err收藏
FREQUENCY DOMAIN MINIMUM DISTANCE INFERENCE FOR POSSIBLY NONINVERTIBLE AND NONCAUSAL ARMA MODELS
errANNALS OF STATISTICS
IF3.7
err2018-04-01
err17
errOAAI
errVelasco, Carlos; Lobato, Ignacio N.
err分享
err收藏
Delayed Overshooting: Is It an '80s Puzzle?
errJOURNAL OF POLITICAL ECONOMY
IF6.3
err2017-10-01
err28
errOAAI
errKim, Seong-Hoon; Moon, Seongman; Velasco, Carlos
err分享
err收藏
New goodness-of-fit diagnostics for conditional discrete response models条件离散响应模型的新拟合优度诊断
errJOURNAL OF ECONOMETRICS
IF4
err2017-09-01
err3
errOAAI
errKheifets, Igor; Velasco, Carlos
err分享
err收藏
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
errJOURNAL OF ECONOMETRICS
IF4
err2017-02-01
err22
errOAAI
errErgemen, Yunus Emre; Velasco, Carlos
err分享
err收藏
Efficient inference on fractionally integrated panel data models with fixed effects具有固定效应的分数集成面板数据模型的有效推理
errJOURNAL OF ECONOMETRICS
IF4
err2015-04-01
err12
errOAAI
errRobinson, Peter M.; Velasco, Carlos
err分享
err收藏
Tests for m-dependence based on sample splitting methods
errJOURNAL OF ECONOMETRICS
IF4
err2013-04-01
err15
PREAI
errMoon, Seongman; Velasco, Carlos
err分享
err收藏
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2011-09-01
err17
errOAAI
errDelgado, Miguel A.; Velasco, Carlos
err分享
err收藏
Specification tests of parametric dynamic conditional quantiles
errJOURNAL OF ECONOMETRICS
IF4
err2010-11-01
err41
errOAAI
errEscanciano, Juan Carlos; Velasco, Carlos
err分享
err收藏
Distribution-free tests for time series models specification时间序列模型规范的无分布测试
errJOURNAL OF ECONOMETRICS
IF4
err2010-04-01
err2
errOAAI
errDelgado, Miguel A.; Velasco, Carlos
err分享
err收藏
A Wald test for the cointegration rank in nonstationary fractional systems非平稳分数阶系统中协整秩的Wald检验
errJOURNAL OF ECONOMETRICS
IF4
err2009-08-01
err12
errOAAI
errAvarucci, Marco; Velasco, Carlos
err分享
err收藏
Distribution-free specification tests for dynamic linear models动态线性模型的无分布规范测试
errECONOMETRICS JOURNAL
IF7
err2009-01-01
err2
errOAAI
errDelgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos
err分享
err收藏
Efficient Wald tests for fractional unit roots
errECONOMETRICA
IF7.1
err2007-03-01
err84
errOAAI
errLobato, Ignacio N.; Velasco, Carlos
err分享
err收藏
Optimal fractional Dickey-Fuller tests
errECONOMETRICS JOURNAL
IF7
err2006-10-31
err13
errOAAI
errLobato, Ignacio N.; Velasco, Carlos
err分享
err收藏
Generalized spectral tests for the martingale difference hypothesis鞅差假设的广义谱检验
errJOURNAL OF ECONOMETRICS
IF4
err2006-09-01
err128
errOAAI
errEscanciano, J. Carlos; Velasco, Carlos
err分享
err收藏
Residual log-periodogram inference for long-run relationships
errJOURNAL OF ECONOMETRICS
IF4
err2006-01-01
err24
errOAAI
errHassler, U; Marmol, F; Velasco, C
err分享
err收藏

研究方向

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合作学者
合作期刊
P
Peter M. Robinson
H 指数: 59 · 论文数: 444
J
Juan Carlos Escanciano
H 指数: 27 · 论文数: 148
U
Uwe Hassler
H 指数: 24 · 论文数: 193
J
Javier Hidalgo
H 指数: 23 · 论文数: 146
M
Miguel A. Delgado
H 指数: 21 · 论文数: 107
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