Details about Ignacio Arbués
Access statistics for papers by Ignacio Arbués.
Last updated 2025-11-18. Update your information in the RePEc Author Service.
Short-id: par387
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Working Papers
2016
- Automatic identification of general vector error correction models
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) 
See also Journal Article Automatic identification of general vector error correction models, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2016) (2016)
Journal Articles
2024
- Multibenchmark reality checks
Economic Modelling, 2024, 140, (C)
2019
- Central limit theorem for the entries of products of random matrices without the positivity condition
Statistics & Probability Letters, 2019, 145, (C), 254-259
2016
- Automatic identification of general vector error correction models
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2016, 10, 1-41
See also Working Paper Automatic identification of general vector error correction models, Economics Discussion Papers (2016) (2016)
2013
- Determining the MSE-optimal cross section to forecast
Journal of Econometrics, 2013, 175, (2), 61-70
2009
- Departure from normality of increasing-dimension martingales
Journal of Multivariate Analysis, 2009, 100, (6), 1304-1315
2008
- An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints
Journal of Time Series Analysis, 2008, 29, (5), 741-761 View citations (2)
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