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Items where Author is "Velasco, Carlos"

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Number of items: 14.

Article

Robinson, Peter M. and Velasco, Carlos (2019) Estimation for dynamic panel data with individual effects. Econometric Theory. ISSN 0266-4666

Robinson, Peter and Velasco, Carlos (2018) Inference on trending panel data. Journal of Econometrics, 206 (2). pp. 282-304. ISSN 0304-4076

Robinson, Peter M. and Velasco, Carlos (2015) Efficient inference on fractionally integrated panel data models with fixed effects. Journal of Econometrics, 185 (2). pp. 435-452. ISSN 0304-4076

Delgado, Miguel A., Hidalgo, Javier and Velasco, Carlos (2011) Bootstrap assisted specification tests for the afirma model. Econometric Theory, 27 (05). pp. 1083-1116. ISSN 0266-4666

Delgado, Miguel A., Hidalgo, Javier and Velasco, Carlos (2009) Distribution-free specification tests for dynamic linear models. Econometrics Journal, 12 (s1). S105-S134. ISSN 1368-4221

Hidalgo, Javier, Delgado, Miguel and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33 (6). pp. 2568-2609. ISSN 0090-5364

Velasco, Carlos and Robinson, Peter M. (2001) Edgeworth expansions for spectral density estimates and studentized sample mean. Econometric Theory, 17 (3). pp. 497-539. ISSN 1469-4360

Monograph

Robinson, Peter M. and Velasco, Carlos (2013) Efficient inference on fractionally integrated panel data models with fixed effects. Econometrics (EM/2013/567). The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Delgado, Miguel A., Hidalgo, Javier and Velasco, Carlos (2005) Distribution free goodness-of-fit tests for linear processes. EM (482). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Velasco, Carlos (2000) Edgeworth expansions for spectral density estimates and studentized sample mean. Econometrics; EM/2000/390 (EM/00/390). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Velasco, Carlos (2000) Whittle pseudo-maximum likelihood estimation for nonstationary time series. Econometrics; EM/2000/391 (EM/00/391). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Velasco, Carlos (1996) Autocorrelation-robust inference. Econometrics; EM/1996/316 (EM/1996/316). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Conference or Workshop Item

Delgado, Miguel A, Hidalgo, Javier and Velasco, Carlos (2009) Bootstrap assisted specification tests for the FARIMA model. In: Third Time Series conference, 2009-05-22 - 2009-05-23.

Hidalgo, Javier and Velasco, Carlos (2008) Specification with lattice processes. In: 1st London and Oxbridge Time Series workshop, 2008-01-11.

This list was generated on Fri Nov 15 17:56:11 2019 GMT.