Jesus Gonzalo

Jesus Gonzalo

Universidad Carlos III de Madrid - Getafe / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 1125243
Carlos III University of Madrid
person_outline Jesus Gonzalo's MOST POPULAR ARTICLES
1-) Five alternative methods of estimating long-run equilibrium relationships Journal of econometrics 60 (1-2), 203-233, 1994
2-) Pitfalls in testing for long run relationships Journal of Econometrics 86 (1), 129-154, 1998
3-) Estimation and model selection based inference in single and multiple threshold models Journal of econometrics 110 (2), 319-352, 2002
4-) Modelling and measuring price discovery in commodity markets Journal of Econometrics 158 (1), 95-107, 2010
5-) A systematic framework for analyzing the dynamic effects of permanent and transitory shocks Journal of Economic dynamics and Control 25 (10), 1527-1546, 2001