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Details about Tomás del Barrio Castro

E-mail:
Homepage:http://dea.uib.es/webpersonal/tomasdelbarrio/
Postal address:Edifici Gaspar Melchor de Jovellanos, Crta. de Valldemossa km 7,5, Palma 07122 (BALEARS)
Workplace:Departament d'Economia Aplicada (Department of Applied Economics), Facultat de Ciències Econòmiques i Empresarials (Faculty of Economics and Business), Universitat de les Illes Balears (University of the Balearic Islands), (more information at EDIRC)

Access statistics for papers by Tomás del Barrio Castro.

Last updated 2019-05-15. Update your information in the RePEc Author Service.

Short-id: pde300


Jump to Journal Articles

Working Papers

2019

  1. Temporal aggregation of seasonally near-integrated processes
    Essex Finance Centre Working Papers, University of Essex, Essex Business School Downloads
    Also in DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada (2018) Downloads

2016

  1. Testing for Deterministic Seasonality in Mixed-Frequency VARs
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads
    See also Journal Article in Economics Letters (2016)

2015

  1. Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads
    See also Journal Article in Computational Statistics (2017)
  2. Semi-Parametric Seasonal Unit Root Tests
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads View citations (1)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2015) Downloads View citations (1)

    See also Journal Article in Econometric Theory (2018)

2013

  1. An analysis of the trade balance for OECD countries using periodic integration and cointegration
    Working Papers, Department of Applied Economics II, Universidad de Valencia Downloads View citations (1)
    See also Journal Article in Empirical Economics (2015)
  2. How wrong can you be, without noticing? Further evidence on speci cation errors in the Conditional Logit
    Working Papers, Department of Applied Economics II, Universidad de Valencia Downloads
  3. On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)
  4. Simulation Assisted Learning in Statistics: How Important are Students’ Characteristics?
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads
  5. The trade balance in euro countries: a natural case study of periodic integration with a changing mean
    Working Papers, Department of Applied Economics II, Universidad de Valencia Downloads

2012

  1. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Reviews (2016)

2011

  1. On Augmented HEGY Tests for Seasonal Unit Roots
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Theory (2012)
  2. The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Econometric Theory (2013)

2010

  1. HEGY Tests in the Presence of Moving Averages
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)

2009

  1. The determinants of university patenting: Do incentives matter?
    Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) Downloads View citations (1)
    Also in Working Papers, Institut d'Economia de Barcelona (IEB) (2009) Downloads View citations (1)

2007

  1. Regression-based seasonal unit root tests
    Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics Downloads
    See also Journal Article in Econometric Theory (2009)
  2. Using the HEGY Procedure When Not All Roots Are Present
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads
    See also Journal Article in Journal of Time Series Analysis (2007)

2006

  1. A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads

2005

  1. Cointegration for Periodically Integrated Processes
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article in Econometric Theory (2008)

2004

  1. The geography of innovation: the effects of university research
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads

2003

  1. Breaking the panels. An application to the GDP per capita
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (15)
    See also Journal Article in Econometrics Journal (2005)
  2. Evidence on the Purchasing Power Parity in Panel of Cities
    ERSA conference papers, European Regional Science Association Downloads View citations (1)
    See also Journal Article in Applied Economics (2004)

2002

  1. Level shifts in a panel data based unit root test. An application to the rate of unemployment
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia Downloads View citations (4)
    Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) Downloads View citations (13)
  2. The regional distribution of spanish unemployment. A spatial analysis
    ERSA conference papers, European Regional Science Association Downloads View citations (45)
    See also Journal Article in Papers in Regional Science (2002)

2000

  1. THE GEOGRAPHICAL DISTRIBUTION OF UNEMPLOYMENT IN SPAIN
    ERSA conference papers, European Regional Science Association Downloads View citations (3)
    See also Journal Article in Regional Studies (2005)

1996

  1. El filtro de lineas aereas modificadas, integrabilidad y cointegracion
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

Journal Articles

2019

  1. Testing for Periodic Integration with a Changing Mean
    Computational Economics, 2019, 54, (1), 45-75 Downloads

2018

  1. SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
    Econometric Theory, 2018, 34, (02), 447-476 Downloads
    See also Working Paper (2015)

2017

  1. Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
    Computational Statistics, 2017, 32, (4), 1533-1568 Downloads
    See also Working Paper (2015)

2016

  1. Testing for deterministic seasonality in mixed-frequency VARs
    Economics Letters, 2016, 149, (C), 20-24 Downloads
    See also Working Paper (2016)
  2. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    Econometric Reviews, 2016, 35, (1), 122-168 Downloads View citations (8)
    See also Working Paper (2012)
  3. The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata
    Stata Journal, 2016, 16, (3), 740-760 Downloads View citations (1)

2015

  1. An analysis of the trade balance for OECD countries using periodic integration and cointegration
    Empirical Economics, 2015, 49, (2), 389-402 Downloads View citations (1)
    See also Working Paper (2013)
  2. On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles
    Oxford Bulletin of Economics and Statistics, 2015, 77, (4), 495-511 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
    Econometric Theory, 2013, 29, (06), 1289-1313 Downloads View citations (4)
    See also Working Paper (2011)

2012

  1. Bootstrap confidence interval for a correlation curve
    Statistics & Probability Letters, 2012, 82, (1), 1-6 Downloads View citations (1)
  2. Non‐parametric testing for seasonally and periodically integrated processes
    Journal of Time Series Analysis, 2012, 33, (3), 424-437 Downloads View citations (3)
  3. ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
    Econometric Theory, 2012, 28, (05), 1121-1143 Downloads View citations (8)
    See also Working Paper (2011)

2011

  1. HEGY Tests in the Presence of Moving Averages
    Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 691-704 Downloads View citations (3)
    See also Working Paper (2010)
  2. Nonparametric Tests for Periodic Integration
    Journal of Time Series Econometrics, 2011, 3, (1), 1-35 Downloads View citations (3)

2009

  1. REGRESSION-BASED SEASONAL UNIT ROOT TESTS
    Econometric Theory, 2009, 25, (02), 527-560 Downloads View citations (19)
    See also Working Paper (2007)

2008

  1. COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
    Econometric Theory, 2008, 24, (01), 109-142 Downloads View citations (3)
    See also Working Paper (2005)
  2. TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
    Econometric Theory, 2008, 24, (04), 1093-1129 Downloads View citations (5)

2007

  1. Using the HEGY Procedure When Not All Roots Are Present
    Journal of Time Series Analysis, 2007, 28, (6), 910-922 Downloads View citations (2)
    See also Working Paper (2007)

2006

  1. On the performance of the DHF tests against nonstationary alternatives
    Statistics & Probability Letters, 2006, 76, (3), 291-297 Downloads View citations (2)

2005

  1. Breaking the panels: An application to the GDP per capita
    Econometrics Journal, 2005, 8, (2), 159-175 Downloads View citations (303)
    See also Working Paper (2003)
  2. Effects of university research on the geography of innovation
    Regional Studies, 2005, 39, (9), 1217-1229 Downloads View citations (30)
  3. Geographical distribution of unemployment in Spain
    Regional Studies, 2005, 39, (3), 305-318 Downloads View citations (34)
    See also Working Paper (2000)

2004

  1. Evidence on the purchasing power parity in a panel of cities
    Applied Economics, 2004, 36, (9), 961-966 Downloads View citations (21)
    See also Working Paper (2003)
  2. The consequences of seasonal adjustment for periodic autoregressive processes
    Econometrics Journal, 2004, 7, (2), 307-321 Downloads View citations (4)

2002

  1. New evidence on international R&D spillovers, human capital and productivity in the OECD
    Economics Letters, 2002, 77, (1), 41-45 Downloads View citations (44)
  2. The effects of working with seasonally adjusted data when testing for unit root
    Economics Letters, 2002, 75, (2), 249-256 Downloads View citations (1)
  3. The regional distribution of Spanish unemployment: A spatial analysis
    Papers in Regional Science, 2002, 81, (3), 365-389 Downloads View citations (34)
    See also Working Paper (2002)
 
Page updated 2019-10-14