Details about Javier Hualde

Access statistics for papers by Javier Hualde.

Last updated 2012-05-27. Update your information in the RePEc Author Service.

Short-id: phu337

Working Papers

2006

1. Distribution-free Tests of Fractional Cointegration
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (7)
   See also Journal Article DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION, Econometric Theory, Cambridge University Press (2008) View citations (14) (2008)
2. ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE View citations (2)
   See also Journal Article Root-n-consistent estimation of weak fractional cointegration, Journal of Econometrics, Elsevier (2007) View citations (55) (2007)
3. Semiparametric Estimation of Fractional Cointegration
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (14)

2005

4. Unbalanced Cointegration
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (4)
   See also Journal Article UNBALANCED COINTEGRATION, Econometric Theory, Cambridge University Press (2006) View citations (10) (2006)

2002

5. Cointegration in Fractional Systems with Unknown Integration Orders
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (38)
   See also Journal Article Cointegration in Fractional Systems with Unknown Integration Orders, Econometrica, Econometric Society (2003) View citations (106) (2003)

Journal Articles

2012

1. Weak convergence to a modified fractional Brownian motion
   Journal of Time Series Analysis, 2012, 33, (3), 519-529 View citations (6)

2010

2. Semiparametric inference in multivariate fractionally cointegrated systems
   Journal of Econometrics, 2010, 157, (2), 492-511 View citations (39)

2008

3. DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
   Econometric Theory, 2008, 24, (1), 216-255 View citations (14)
   See also Working Paper Distribution-free Tests of Fractional Cointegration, Faculty Working Papers (2006) View citations (7) (2006)

2007

4. Root-n-consistent estimation of weak fractional cointegration
   Journal of Econometrics, 2007, 140, (2), 450-484 View citations (55)
   See also Working Paper ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION, STICERD - Econometrics Paper Series (2006) View citations (2) (2006)

2006

5. UNBALANCED COINTEGRATION
   Econometric Theory, 2006, 22, (5), 765-814 View citations (10)
   See also Working Paper Unbalanced Cointegration, Faculty Working Papers (2005) View citations (4) (2005)

2003

6. Cointegration in Fractional Systems with Unknown Integration Orders
   Econometrica, 2003, 71, (6), 1727-1766 View citations (106)
   See also Working Paper Cointegration in Fractional Systems with Unknown Integration Orders, Faculty Working Papers (2002) View citations (38) (2002)