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Carlos Velasco

Carlos Velasco

Universidad Carlos III de Madrid - Getafe / Spain
Economics & Econometrics / Economics
AD Scientific Index ID: 1149443
Carlos III University of Madrid
person_outline Carlos Velasco's MOST POPULAR ARTICLES
1-) Gaussian semiparametric estimation of non‐stationary time series Journal of Time Series Analysis 20 (1), 87-127, 1999
2-) Non-stationary log-periodogram regression Journal of econometrics 91 (2), 325-371, 1999
3-) Long memory in stock-market trading volume Journal of Business & Economic Statistics 18 (4), 410-427, 2000
4-) Whittle pseudo-maximum likelihood estimation for nonstationary time series Journal of the American Statistical Association 95 (452), 1229-1243, 2000
5-) Generalized spectral tests for the martingale difference hypothesis Journal of Econometrics 134 (1), 151-185, 2006