Cointegration in fractional systems with unknown integration orders PM Robinson, J Hualde Econometrica 71 (6), 1727-1766, 2003 | 182 | 2003 |
Fractional integration and cointegration: an overview and an empirical application LA Gil-Alana, J Hualde Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 434-469, 2009 | 173 | 2009 |
Gaussian pseudo-maximum likelihood estimation of fractional time series models J Hualde, PM Robinson | 105 | 2011 |
Root-n-consistent estimation of weak fractional cointegration J Hualde, PM Robinson Journal of Econometrics 140 (2), 450-484, 2007 | 75 | 2007 |
Semiparametric inference in multivariate fractionally cointegrated systems J Hualde, PM Robinson Journal of Econometrics 157 (2), 492-511, 2010 | 59 | 2010 |
Distribution-free tests of fractional cointegration J Hualde, C Velasco Econometric Theory 24 (1), 216-255, 2008 | 30 | 2008 |
A simple test for the equality of integration orders J Hualde Economics Letters 119 (3), 233-237, 2013 | 26 | 2013 |
Semiparametric estimation of fractional cointegration J Hualde LSE STICERD Research Paper No. EM502, 2006 | 26 | 2006 |
Spatial integration in the Spanish mackerel market J García‐Enríquez, J Hualde, J Arteche, A Murillas‐Maza Journal of Agricultural Economics 65 (1), 234-256, 2014 | 21 | 2014 |
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes J Hualde, F Iacone Economics letters 150, 39-43, 2017 | 17 | 2017 |
Unbalanced cointegration J Hualde Econometric Theory 22 (5), 765-814, 2006 | 15 | 2006 |
A residual-based ADF test for stationary cointegration in I (2) settings J Gomez-Biscarri, J Hualde Journal of Econometrics 184 (2), 280-294, 2015 | 14 | 2015 |
Truncated sum of squares estimation of fractional time series models with deterministic trends J Hualde, MØ Nielsen Econometric Theory 36 (4), 751-772, 2020 | 12 | 2020 |
Estimation of long-run parameters in unbalanced cointegration J Hualde Journal of Econometrics 178 (2), 761-778, 2014 | 9 | 2014 |
Revisiting inflation in the euro area allowing for long memory J Hualde, F Iacone Economics Letters 156, 145-150, 2017 | 8 | 2017 |
Consistent estimation of cointegrating subspaces J Hualde Universidad Pública de Navarra. Preprint, 2009 | 8 | 2009 |
Measuring asset market linkages: Nonlinear dependence and tail risk JC Escanciano, J Hualde Journal of Business & Economic Statistics 39 (2), 453-465, 2021 | 7 | 2021 |
Autocorrelation robust inference using the Daniell kernel with fixed bandwidth J Hualde, F Iacone Department of Economics and Related Studies, University of York, 2015 | 7 | 2015 |
Regression-based analysis of cointegration systems J Gomez-Biscarri, J Hualde Journal of Econometrics 186 (1), 32-50, 2015 | 7 | 2015 |
Root-N-consistent estimation of weak fractional cointegration PM Robinson, JH Bilbao Working Papers (Universidad de Navarra. Facultad de Ciencias Económicas y …, 2002 | 7 | 2002 |