Publications en collaboration avec des chercheurs de Universidad Carlos III de Madrid (3)

2005

  1. Semiparametric three-step estimation methods for simultaneous equation systems

    Journal of Applied Econometrics, Vol. 20, Núm. 6, pp. 699-721

  2. Trimming and tapering semi-parametric estimates in asymmetric long memory time series

    Journal of Time Series Analysis, Vol. 26, Núm. 4, pp. 581-611