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Javier Hualde · Study
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Author
Javier Hualde
6 works
· latest 2014
· 2 institutions
cluster: provisional
ORCID 0000-0001-5516-6508
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Citations
442
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Most cited in this library
Cointegration in Fractional Systems with Unknown Integration Orders
2003 · 147 citations
Fractional Integration and Cointegration: An Overview and an Empirical Application
2009 · 124 citations
Gaussian pseudo-maximum likelihood estimation of fractional time series models
2011 · 81 citations
Semiparametric inference in multivariate fractionally cointegrated systems
2010 · 55 citations
A simple test for the equality of integration orders
2013 · 21 citations
Works
6 shown
A residual-based ADF test for stationary cointegration in I(2) settings
Journal of Econometrics
·
2014
·
2 authors
14
citations
A simple test for the equality of integration orders
Economics Letters
·
2013
·
1 author
·
Open access
21
citations
Gaussian pseudo-maximum likelihood estimation of fractional time series models
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
·
2011
·
2 authors
81
citations
Semiparametric inference in multivariate fractionally cointegrated systems
Journal of Econometrics
·
2010
·
2 authors
55
citations
Fractional Integration and Cointegration: An Overview and an Empirical Application
Palgrave Macmillan UK eBooks
·
2009
·
2 authors
·
chapter
124
citations
Cointegration in Fractional Systems with Unknown Integration Orders
Econometrica
·
2003
·
2 authors
·
Open access
147
citations