16
H index
19
i10 index
1015
Citations
Universidad Carlos III de Madrid | 16 H index 19 i10 index 1015 Citations RESEARCH PRODUCTION: 47 Articles 95 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alvaro Escribano. | Is cited by: | Cites to: |
Year | Title of citing document |
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2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper |
2024 | Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper |
2024 | Can the construction of a research and development platform encourage innovation in green technology by private enterprises? Evidence from China. (2024). Li, Yingming ; Wang, Mingyue ; Wu, Yujie ; Cao, Xiangjie ; Zhou, Junbi. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:742-763. Full description at Econpapers || Download paper |
2024 | Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24. Full description at Econpapers || Download paper |
2024 | Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475. Full description at Econpapers || Download paper |
2025 | Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845. Full description at Econpapers || Download paper |
2024 | Beyond the borders: Estimating the effect of Chinas Bonded Zones on innovation and its spillovers. (2024). Xu, Peng ; Gao, Tiantian ; Fang, Guanfu. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x2300189x. Full description at Econpapers || Download paper |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper |
2024 | Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919. Full description at Econpapers || Download paper |
2024 | High-Speed Rail: A game changer for Spanish motorway transport?. (2024). Albalate, Daniel ; Leon-Gomez, Carlos R. In: Economics of Transportation. RePEc:eee:ecotra:v:39:y:2024:i:c:s2212012224000194. Full description at Econpapers || Download paper |
2024 | Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624. Full description at Econpapers || Download paper |
2024 | The impact of energy-consuming rights trading on green total factor productivity in the context of digital economy: Evidence from listed firms in China. (2024). Wu, Haitao ; Wang, Jianlong. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000501. Full description at Econpapers || Download paper |
2024 | Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737. Full description at Econpapers || Download paper |
2024 | Integrating into the global innovation network and non-financial companies financialization——evidence from China-listed companies. (2024). Zhang, Xiaotao ; Min, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000965. Full description at Econpapers || Download paper |
2024 | The role of public external knowledge for firm innovativeness. (2024). Vicente-Chirivella, Oscar ; Garcia-Vega, Maria. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:93:y:2024:i:c:s0167718724000110. Full description at Econpapers || Download paper |
2024 | Technological and non-technological innovation synergies under the lens of absorptive capacity efficiency. (2024). Tsekouras, K ; Gkypali, A ; Dimakopoulou, A G. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000973. Full description at Econpapers || Download paper |
2024 | Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482. Full description at Econpapers || Download paper |
2024 | Does improved digital governance in government promote natural resource management? Quasi-natural experiments based on smart city pilots. (2024). Jiang, Tao ; Ameer, Waqar ; Shoaib, Muhammad ; Li, Qiyuan ; Chen, KE. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000886. Full description at Econpapers || Download paper |
2024 | GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085. Full description at Econpapers || Download paper |
2024 | Condition monitoring based on corrupted multiple time series with common trends. (2024). Ye, Zhi-Sheng ; Wei, Yujie ; Pan, Ershun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s095183202400396x. Full description at Econpapers || Download paper |
2024 | Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411. Full description at Econpapers || Download paper |
2024 | The logGARCH stochastic volatility model. (2024). Hamrat, Malika ; Guerbyenne, Hafida ; Hamdi, Fayal. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001548. Full description at Econpapers || Download paper |
2024 | Measuring process innovation outputs and understanding their implications for firms and workers: Evidence from Pakistan. (2024). Wadho, Waqar ; Chaudhry, Azam. In: Technovation. RePEc:eee:techno:v:136:y:2024:i:c:s0166497224001354. Full description at Econpapers || Download paper |
2024 | Patent length and innovation: Novel evidence from China. (2024). Liu, Rui ; Zhu, Xuezhong ; Zhang, Meiyang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006959. Full description at Econpapers || Download paper |
2024 | Does the import of green products encourage green technology innovation? Empirical evidence from China. (2024). Hao, Lili ; Wu, Liudan ; Chen, JI ; Streimikiene, Dalia ; Yu, Xiao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008223. Full description at Econpapers || Download paper |
2024 | Exploring the role of digital servitization for green innovation: Absorptive capacity, transformative capacity, and environmental strategy. (2024). Kim, Yanghee ; Roh, Taewoo ; Lee, Min-Jae. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004128. Full description at Econpapers || Download paper |
2024 | Are industry associations conducive to radical innovation in biopharmaceutical companies?—The dual effect of absorptive capacity and digital investment. (2024). Cao, Yili ; Yi, Rui ; Wang, Haojun ; Lyu, Bei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004177. Full description at Econpapers || Download paper |
2024 | Technology spillover and market competitiveness in green credit induced corporate green innovation: An evolutionary game theory and empirical study. (2024). Ye, Penghao ; Xu, Pei ; Zhao, Fan ; Jahanger, Atif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004207. Full description at Econpapers || Download paper |
2024 | Innovation Networks and Knowledge Diffusion Across Industries: An Empirical Study from an Emerging Economy. (2024). Almudaihesh, Abdulaziz Saleh ; Benin, Ibn Wahab ; Bawa, Suleman. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11308-:d:1550943. Full description at Econpapers || Download paper |
2024 | Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4. Full description at Econpapers || Download paper |
2024 | Is digitalization a source of innovation? Exploring the role of digital diffusion in SME innovation performance. (2024). Krause, Kevin ; Meisner, Konrad ; Hassan, Sohaib S ; Moog, Petra ; Bzhalava, Levan. In: Small Business Economics. RePEc:kap:sbusec:v:62:y:2024:i:4:d:10.1007_s11187-023-00826-7. Full description at Econpapers || Download paper |
2024 | How does the digital economy impact green manufacturing: A new perspective from the construction of a unified large market in China. (2024). Xia, Haibo ; Liu, Xuewen ; Wang, Chenchen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04258-w. Full description at Econpapers || Download paper |
2025 | Firms sustainable and responsible innovation in Nigeria: Does informality play a role?. (2025). , Dorgyles ; Sanni, Maruf ; Gasmi, Farid. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:33:y:2025:i:1:p:139-164. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1994 | COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 31 |
2002 | Nonlinear error correction models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 50 |
2001 | Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
1997 | Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2006 | Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 27 |
2000 | Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2011 | Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 178 |
2002 | Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 178 | paper | |
2012 | Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
2021 | Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 0 |
2018 | Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
2017 | Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Multivariate Markov-switching score-driven models: an application to the global crude oil market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2023 | Anticipating extreme losses using score-driven shape filters In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2024 | Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
1998 | Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
1997 | Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2003 | IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers. [Full Text][Citation analysis] | paper | 35 |
1997 | Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
1997 | IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
1987 | Co-integration, time co-trends and error-correction systems: an alternative approach In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 5 |
1987 | Error-correction systems: nonlinear adjustments to linear long-run relationships In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 7 |
2002 | Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. EconomÃa. DE. [Full Text][Citation analysis] | paper | 0 |
1995 | Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 0 |
1995 | Evaluación del PcGive Professional 8: el punto de vista de un usuario In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 0 |
1997 | Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 0 |
1999 | How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
2000 | BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 1 |
2016 | Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 6 |
2018 | Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2016 | Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Score-driven dynamic patent count panel data models.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2017 | Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2018 | Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
1991 | Nonlinear error correction, asymmetric adjusment and cointegration In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Efectos de la digitalización y la productividad en la economía española : una comparación internacional In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2019 | Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Investment Climate Effects on Alternative Firm-Level Productivity Measures In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2019 | Transporte, infraestructura y crecimiento económico en España In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | European gasoline markets: price transmission asymmetries in mean and variance In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
2020 | European gasoline markets: price transmission asymmetries in mean and variance.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Forecasting gasoline prices with mixed random forest error correction models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | A structural analysis of the merit-order effect in the Spanish day-ahead power market In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Robust estimation and forecasting of climate change using score-driven ice-age models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models.(2022) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Score-driven threshold ice-age models: benchmark models for long-run climate forecasts In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts.(2023) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2023 | Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2024 | Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2024 | Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models.(2024) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2024 | Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data.(2024) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2000 | Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2000 | Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2008 | Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 6 |
2008 | Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 7 |
2008 | Investment climate and firm’s economic performance: econometric methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
2008 | Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 12 |
2011 | Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2009 | Automated financial multi-path GETS modelling In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 18 |
2010 | Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005.(2010) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2009 | Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2010 | Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys.(2010) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 8 |
2010 | Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2010 | Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2010 | The power log-GARCH model In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 4 |
2010 | An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | EU Patent System: to be or not to be? In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | Robust investment climate effects on alternative firm-level productivity measures In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
2013 | Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2015 | Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2002 | Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
1998 | The Spanish 1898 disaster: the drift towards national-protectionism In: IFCS - Working Papers in Economic History.WH. [Full Text][Citation analysis] | paper | 1 |
2000 | Outliers robust ECM cointegration test based on the trend components In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
2004 | Outliers - robust ECM cointegration tests based on the trend components.(2004) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
1998 | Cointegration testing using the ranges In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1998 | A characterization of cointegrating relationships using induced-order statistics In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1993 | Cointegration and common factors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 7 |
1993 | Asymmetric and time-varying error-correction: an application to labour demand in the UK In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1995 | Investigating the relationship between gold and silver prices In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 19 |
1996 | Nonlinear cointegration and nonlinear error correction In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 9 |
1998 | Detrending procedures and cointegration testing: ECM tests under structural breaks In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1998 | Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
2006 | Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test.(2006) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
1995 | Nonlinear time series models: consistency and asymptotic normality of nls under new conditions In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
1997 | Nonlinear cointegration with mixing errors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
1997 | Testing nonlinearity: decision rules for selecting between logistic and exponential star models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 39 |
2001 | Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models.(2001) In: Spanish Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
1997 | Searching for linear and nonlinear cointegration: a new approach In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1999 | A new instrumental variable approach for estimation and testing in fractional cointegrating regressions In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2000 | Syncronicity between macroeconomic time series: an exploratory analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2000 | A model free cointegration approach for pairs of I(d) variables In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2003 | Range unit root tests In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
2004 | A range unit root test.(2004) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2003 | Cointegration tests based on record counting statistics In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
2021 | Productivity in Emerging Countries In: Cambridge Books. [Citation analysis] | book | 0 |
2002 | INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2023 | Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2024 | Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2004 | NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 20 |
1998 | The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History. [Full Text][Citation analysis] | article | 0 |
2016 | Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 21 |
2013 | Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
1998 | Non-linear error correction, asymmetric adjustment and cointegration In: Economic Modelling. [Full Text][Citation analysis] | article | 34 |
2016 | Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
1996 | Editors introduction: Asymmetries and nonlinearities in dynamic economic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2021 | 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | Mixed random forest, cointegration, and forecasting gasoline prices In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2004 | Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2009 | Managing external knowledge flows: The moderating role of absorptive capacity In: Research Policy. [Full Text][Citation analysis] | article | 220 |
2017 | The impact of health research on length of stay in Spanish public hospitals In: Research Policy. [Full Text][Citation analysis] | article | 2 |
1998 | Nonlinearities and outliers: robust specification of STAR models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Predicción y análisis de funciones de exportación e importación en España In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 1 |
2011 | Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1995 | PcGive Professional 8: A Review. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | The Econometrics of Industrial Organization In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2014 | Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 17 |
2024 | Breaking Boundaries: Lower Tail Dependence Can Triple the Economic Value of Index Insurance for Rural Households In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Testing for cointegration using induced-order statistics In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2006 | Asymmetries in bid and ask responses to innovations in the trading process In: Empirical Economics. [Full Text][Citation analysis] | article | 21 |
2008 | Asymmetries in bid and ask responses to innovations in the trading process.(2008) In: Studies in Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 21 | chapter | |
2018 | A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2022 | What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2004 | On the bi-dimensionality of liquidity In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Estimation of log-GARCH models in the presence of zero returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
2005 | Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 87 |
2009 | INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 3 |
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