European University Institute Library
Aparicio, Felipe M
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Aparicio, Felipe M
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Aparicio, Felipe M
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Contributor of
2
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
Control of credit risk collateralization using quasi-variational inequalities
Creator of
7
A model-free cointegration approach for pairs of I(d) variables
Nonlinear cointegration and some new tests for comovements
A tutorial on linearity testing under long range dependence and cointegration
Modelling adaptative complex behaviour with an application to the stock market dynamics, El Farol problem revisited
A linearity test for near-unit root time series
Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Synchronicity between macroeconomic time series, an exploratory analysis
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