Javier Hualde

Javier Hualde

Universidad Pública de Navarra - Pamplona / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 4337899
Public University of Navarre,
person_outline Javier Hualde's MOST POPULAR ARTICLES
1-) Cointegration in fractional systems with unknown integration ordersPM Robinson, J HualdeEconometrica 71 (6), 1727-1766, 20031792003
2-) Fractional integration and cointegration: an overview and an empirical applicationLA Gil-Alana, J HualdePalgrave handbook of econometrics, 434-469, 20091622009
3-) Gaussian pseudo-maximum likelihood estimation of fractional time series modelsJ Hualde, PM Robinson1042011
4-) Root-n-consistent estimation of weak fractional cointegrationJ Hualde, PM RobinsonJournal of Econometrics 140 (2), 450-484, 2007762007
5-) Semiparametric inference in multivariate fractionally cointegrated systemsJ Hualde, PM RobinsonJournal of Econometrics 157 (2), 492-511, 2010592010