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Details about Laura Mayoral

Homepage:http://www.econ.upf.edu/~mayoral
Workplace:Institut d'Anàlisi Econòmica CSIC (IAE-CSIC) (Institute of Economic Analysis), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)

Access statistics for papers by Laura Mayoral.

Last updated 2011-05-06. Update your information in the RePEc Author Service.

Short-id: pma448


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Working Papers

2007

  1. Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components
    Economics Working Papers, Universidad Carlos III, Departamento de Economía Downloads

2006

  1. Further evidence on the statistical properties of real GNP
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (7)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
  2. Minimum distance estimation of stationary and non-stationary ARFIMA processes
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)
    See also Journal Article in Econometrics Journal (2007)
  3. Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components
    Economics Working Papers, Universidad Carlos III, Departamento de Economía Downloads View citations (2)

2005

  1. Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (9)
  2. Testing I(1) against I(d) alternatives in the presence of deteministic components
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
  3. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads

    See also Journal Article in International Journal of Central Banking (2006)
  4. What is what?: A simple time-domain test of long-memory vs. structural breaks
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (13)

Journal Articles

2007

  1. Minimum distance estimation of stationary and non-stationary ARFIMA processes
    Econometrics Journal, 2007, 10, (1), 124-148 Downloads View citations (6)
    See also Working Paper (2006)

2006

  1. Further Evidence on the Statistical Properties of Real GNP
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 901-920 Downloads View citations (6)
    See also Working Paper (2006)
  2. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
    International Journal of Central Banking, 2006, 2, (1) Downloads View citations (32)
    See also Working Paper (2005)

2003

  1. Long-range dependence in Spanish political opinion poll series
    Journal of Applied Econometrics, 2003, 18, (2), 137-155 Downloads View citations (11)

2002

  1. A Fractional Dickey-Fuller Test for Unit Roots
    Econometrica, 2002, 70, (5), 1963-2006 Downloads View citations (34)
 
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