Details about Laura Mayoral

Access statistics for papers by Laura Mayoral.

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

Short-id: pma448

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

2006

2. Further evidence on the statistical properties of real GNP
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (5)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
3. Minimum distance estimation of stationary and non-stationary ARFIMA processes
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)
   See also Journal Article in Econometrics Journal (2007)
4. 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 View citations (1)

2005

5. 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 View citations (8)
6. Testing I(1) against I(d) alternatives in the presence of deteministic components
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (7)
7. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
   MPRA Paper, University Library of Munich, Germany View citations (2)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005)
   See also Journal Article in International Journal of Central Banking (2006)
8. 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 View citations (10)

Journal Articles

2007

1. Minimum distance estimation of stationary and non-stationary ARFIMA processes
   Econometrics Journal, 2007, 10, (1), 124-148 View citations (4)
   See also Working Paper (2006)

2006

2. Further Evidence on the Statistical Properties of Real GNP
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 901-920 View citations (4)
   See also Working Paper (2006)
3. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
   International Journal of Central Banking, 2006, 2, (1) View citations (18)
   See also Working Paper (2005)

2003

4. Long-range dependence in Spanish political opinion poll series
   Journal of Applied Econometrics, 2003, 18, (2), 137-155 View citations (7)

2002

5. A Fractional Dickey-Fuller Test for Unit Roots
   Econometrica, 2002, 70, (5), 1963-2006 View citations (28)