Details about Ignacio Arbués

Access statistics for papers by Ignacio Arbués.

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Short-id: par387

Working Papers

2016

1. Automatic identification of general vector error correction models
   Economics Discussion Papers, Kiel Institute for the World Economy
   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 (2016) (2016)

Journal Articles

2024

1. Multibenchmark reality checks
   Economic Modelling, 2024, 140, (C)

2019

2. Central limit theorem for the entries of products of random matrices without the positivity condition
   Statistics & Probability Letters, 2019, 145, (C), 254-259

2016

3. 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

4. Determining the MSE-optimal cross section to forecast
   Journal of Econometrics, 2013, 175, (2), 61-70

2009

5. Departure from normality of increasing-dimension martingales
   Journal of Multivariate Analysis, 2009, 100, (6), 1304-1315

2008

6. An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints
   Journal of Time Series Analysis, 2008, 29, (5), 741-761 View citations (2)