Details about Francesc Marmol

Access statistics for papers by Francesc Marmol.

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Short-id: pma391

Working Papers

2002

1. Residual Log-Periodogram Inference for Long-Run Relationships
   Darmstadt Discussion Papers in Economics, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology) View citations
   See also Journal Article in Journal of Econometrics (2006)

2000

2. FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS
   Computing in Economics and Finance 2000, Society for Computational Economics View citations

1999

3. Asymptotic Inference for Nonstationary Fractionally Integrated Processes
   Computing in Economics and Finance 1999, Society for Computational Economics

1997

4. Detecting Unbalanced Regressions Using the Durbin-Watson Test
   UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
5. On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions
   UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)
6. The Correlogram of a Long Memory Process Plus a Simple Noise
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

1996

7. Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes
   Banco de España Working Papers, Banco de España View citations

1995

8. Spurious Multicointegration
   UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC)

Journal Articles

2008

1. Fractional cointegration in the presence of linear trends
   Journal of Time Series Analysis, 2008, 29, (6), 1088-1103

2006

2. Residual log-periodogram inference for long-run relationships
   Journal of Econometrics, 2006, 130, (1), 165-207 View citations
   See also Working Paper (2002)

2004

3. Asymptotic inference results for multivariate long-memory processes
   Econometrics Journal, 2004, 7, (1), 168-190 View citations
4. Consistent Testing of Cointegrating Relationships
   Econometrica, 2004, 72, (6), 1809-1844 View citations
5. The power of residual-based tests for cointegration when residuals are fractionally integrated
   Economics Letters, 2004, 82, (1), 63-69 View citations

2002

6. INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION
   Econometric Theory, 2002, 18, (03), 646-672 View citations
7. Trend stationarity versus long-range dependence in time series analysis
   Journal of Econometrics, 2002, 108, (1), 25-42 View citations

2001

8. Out-of-sample forecast errors in misspecific perturbed long memory processes
   Statistical Papers, 2001, 42, (4), 423-436

1999

9. New Observational Equivalence and Fractionally Integrated Processes
   Oxford Bulletin of Economics and Statistics, 1999, 61, (2), 283-90

1998

10. Spurious regression theory with nonstationary fractionally integrated processes
    Journal of Econometrics, 1998, 84, (2), 233-250 View citations

1997

11. On the properties of the Dickey-Pantula test against fractional alternatives
    Economics Letters, 1997, 57, (1), 11-16 View citations

1996

12. Correlation theory of spuriously related higher order integrated processes
    Economics Letters, 1996, 50, (2), 169-173
13. Nonsense Regressions between Integrated Processes of Different Orders
    Oxford Bulletin of Economics and Statistics, 1996, 58, (3), 525-36 View citations

1995

14. The Stationarity Conditions for an AR(2) Process and Schur's Theorem
    Econometric Theory, 1995, 11, (05), 1180-1182