European University Institute Library
Gonzalo, Jesús
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Gonzalo, Jesús
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Gonzalo, Jesús
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Contributor of
5
Comovements in large systems
Testing for multicointegration
Milticointegration and present value relations
Lag length estimation in large dimensional systems
Non-exact present value relations
Creator of
5
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
Estimation of common long-memory components in cointegrated systems
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Cointegration and aggregation
Subsampling inference in threshold autoregressive models
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