Publicaciones en colaboración con investigadores/as de London School of Economics and Political Science (3)

2009

  1. Mean reversion in the US treasury constant maturity rates

    International Journal of Risk Assessment and Management, Vol. 11, Núm. 1-2, pp. 59-66

2001

  1. Testing of seasonal fractional integration in UK and Japanese consumption and income

    Journal of Applied Econometrics, Vol. 16, Núm. 2, pp. 95-114

1997

  1. Testing of unit root and other nonstationary hypotheses in macroeconomic time series

    Journal of Econometrics, Vol. 80, Núm. 2, pp. 241-268