Items where Author is "Hualde, J."

Article

Hualde, J. and Robinson, Peter (2010) Semiparametric inference in multivariate fractionally cointegrated systems. Journal of Econometrics, 157 (2). pp. 492-511. ISSN 0304-4076

Hualde, J. and Robinson, Peter (2007) Root-n-consistent estimation of weak fractional cointegration. Journal of Econometrics, 140 (2). pp. 450-484. ISSN 0304-4076

Robinson, Peter M. and Hualde, J. (2003) Cointegration in fractional systems with unknown integration orders. Econometrica, 71 (6). pp. 1727-1766. ISSN 0012-9682

Monograph

Hualde, J. and Robinson, Peter M. (2006) Root-n-consistent estimation of weak fractional cointegration. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.