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Details about Vanessa Berenguer-Rico

E-mail:
Workplace:Department of Economics, Oxford University, (more information at EDIRC)
Economics Group, Nuffield College, Department of Economics, Oxford University, (more information at EDIRC)

Access statistics for papers by Vanessa Berenguer-Rico.

Last updated 2020-03-25. Update your information in the RePEc Author Service.

Short-id: pbe663


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Working Papers

2019

  1. Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2019) Downloads
    Economics Series Working Papers, University of Oxford, Department of Economics (2019) Downloads
  2. The analysis of marked and weighted empirical processes of estimated residuals
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (3)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2019) Downloads View citations (3)
    Economics Series Working Papers, University of Oxford, Department of Economics (2019) Downloads View citations (2)
  3. Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (3)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2019) Downloads View citations (4)
    Economics Series Working Papers, University of Oxford, Department of Economics (2019) Downloads View citations (4)

2018

  1. White heteroscedasticty testing after outlier removal
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (5)

2017

  1. Marked and Weighted Empirical Processes of Residuals with Applications to Robust Regressions
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (7)

2015

  1. Cumulated sum of squares statistics for non-linear and non-stationary regressions
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (1)
    See also Journal Article in Econometric Theory (2020)

2013

  1. Co-summability from linear to non-linear cointegration
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (19)

2011

  1. Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (11)

2007

  1. Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads

2006

  1. Testing for multicointegration in panel data with common factors
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (9)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)

Journal Articles

2020

  1. CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS
    Econometric Theory, 2020, 36, (1), 1-47 Downloads View citations (1)
    See also Working Paper (2015)

2014

  1. Summability of stochastic processes—A generalization of integration for non-linear processes
    Journal of Econometrics, 2014, 178, (P2), 331-341 Downloads View citations (20)

2011

  1. Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
    Journal of Applied Econometrics, 2011, 26, (2), 298-321 Downloads View citations (22)

2006

  1. Testing for Multicointegration in Panel Data with Common Factors*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 721-739 Downloads View citations (9)
    See also Working Paper (2006)
 
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