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Details about Javier Hualde

Homepage:http://www.econ.unavarra.es/jhualde
Workplace:Departamento de Economía (Department of Economics), Universidad Pública de Navarra (Public University of Navarra), (more information at EDIRC)

Access statistics for papers by Javier Hualde.

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

Short-id: phu337


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Working Papers

2006

  1. Distribution-free Tests of Fractional Cointegration
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (7)
    See also Journal Article in Econometric Theory (2008)
  2. ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2007)
  3. Semiparametric Estimation of Fractional Cointegration
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (13)

2005

  1. Unbalanced Cointegration
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (4)
    See also Journal Article in Econometric Theory (2006)

2002

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

Journal Articles

2012

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

2010

  1. Semiparametric inference in multivariate fractionally cointegrated systems
    Journal of Econometrics, 2010, 157, (2), 492-511 Downloads View citations (29)

2008

  1. DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
    Econometric Theory, 2008, 24, (1), 216-255 Downloads View citations (9)
    See also Working Paper (2006)

2007

  1. Root-n-consistent estimation of weak fractional cointegration
    Journal of Econometrics, 2007, 140, (2), 450-484 Downloads View citations (45)
    See also Working Paper (2006)

2006

  1. UNBALANCED COINTEGRATION
    Econometric Theory, 2006, 22, (5), 765-814 Downloads View citations (6)
    See also Working Paper (2005)

2003

  1. Cointegration in Fractional Systems with Unknown Integration Orders
    Econometrica, 2003, 71, (6), 1727-1766 View citations (74)
    See also Working Paper (2002)
 
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