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Carlos Velasco

Institution: Universidad Carlos III de Madrid

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://economics.uc3m.es/personal/carlos-velasco/

First Publication: 1999

Most Recent: 2023

RePEc ID: pve103 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 5.38 1.01 0.00 6.39 89%
Last 10 Years 2.69 11.44 2.02 0.50 16.65 96%
All Time 2.69 34.98 7.74 1.01 46.42 98%

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 27.92

Publications (26)

Year Article Journal Tier Authors
2023 Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics Journal of Business & Economic Statistics A 1
2022 LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series Journal of Business & Economic Statistics A 3
2022 Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models The Econometrics Journal B 2
2020 ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS Econometric Theory B 2
2018 Efficiency improvements for minimum distance estimation of causal and invertible ARMA models Economics Letters C 2
2018 Inference on trending panel data Journal of Econometrics A 2
2017 New goodness-of-fit diagnostics for conditional discrete response models Journal of Econometrics A 2
2017 Estimation of fractionally integrated panels with fixed effects and cross-section dependence Journal of Econometrics A 2
2017 Delayed Overshooting: Is It an '80s Puzzle? Journal of Political Economy S 3
2015 Fractional Cointegration Rank Estimation Journal of Business & Economic Statistics A 2
2015 Efficient inference on fractionally integrated panel data models with fixed effects Journal of Econometrics A 2
2013 Tests for m-dependence based on sample splitting methods Journal of Econometrics A 2
2011 BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL Econometric Theory B 3
2010 Distribution-free tests for time series models specification Journal of Econometrics A 2
2010 Specification tests of parametric dynamic conditional quantiles Journal of Econometrics A 2
2009 A Wald test for the cointegration rank in nonstationary fractional systems Journal of Econometrics A 2
2008 Power comparison among tests for fractional unit roots Economics Letters C 2
2008 DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION Econometric Theory B 2
2006 Generalized spectral tests for the martingale difference hypothesis Journal of Econometrics A 2
2006 Residual log-periodogram inference for long-run relationships Journal of Econometrics A 3
2005 Sign tests for long-memory time series Journal of Econometrics A 2
2004 A SIMPLE TEST OF NORMALITY FOR TIME SERIES Econometric Theory B 2
2002 Trend stationarity versus long-range dependence in time series analysis Journal of Econometrics A 2
2001 EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN Econometric Theory B 2
2000 NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION Econometric Theory B 1
1999 Non-stationary log-periodogram regression Journal of Econometrics A 1