Javier Hualde

University of Navarra

Pamplona, Navarra 31080

SCHOLARLY PAPERS

6

DOWNLOADS

241

CITATIONS
Rank 13,504

SSRN RANKINGS

Top 13,504

in Total Papers Citations

28

Scholarly Papers (6)

1.

Persistence in Nonlinear Time Series: A Nonparametric Approach

CAEPR Working Paper No. 2009-003
Number of pages: 48 Posted: 19 Feb 2009 Last Revised: 22 Feb 2009
Juan Carlos Escanciano and Javier Hualde
Indiana University Bloomington - Department of Economics and University of Navarra
Downloads 173 (127,795)

Abstract:

Conditional Mean, Nonlinear time series, Non- linear Persistence, Nonlinear correlograms, Persistence in variance, Bull and bear markets.

2.

Semiparametric Estimation of Fractional Cointegration

LSE STICERD Research Paper No. EM502
Number of pages: 49 Posted: 21 Jul 2008
Javier Hualde
University of Navarra
Downloads 17 (395,849)
Citation 13

Abstract:

3.

Root-N-Consistent Estimation of Weak Fractional Cointegration

LSE STICERD Research Paper No. EM499
Number of pages: 43 Posted: 21 Jul 2008
Javier Hualde
University of Navarra
Downloads 10 (455,903)
Citation 15

Abstract:

4.

Cointegration in Fractional Systems with Unkown Integration Orders

LSE STICERD Research Paper No. EM449
Number of pages: 49 Posted: 21 Jul 2008
Javier Hualde
University of Navarra
Downloads 9 (461,057)

Abstract:

5.

Weak Convergence to a Modified Fractional Brownian Motion

Journal of Time Series Analysis, Vol. 33, Issue 3, pp. 519-529, 2012
Number of pages: 11 Posted: 21 Apr 2012
Javier Hualde
University of Navarra
Downloads 1 (522,131)

Abstract:

Type II fractional Brownian motion, unbalanced cointegration, nonlinear least squares

6.

Small‐B and Fixed‐B Asymptotics for Weighted Covariance Estimation in Fractional Cointegration

Journal of Time Series Analysis, Vol. 36, Issue 4, pp. 528-540, 2015
Number of pages: 13 Posted: 03 Jun 2015
Javier Hualde and Fabrizio Iacone
University of Navarra and University of York - Department of Economics and Related Studies
Downloads 0 (532,107)

Abstract:

Fractional cointegration, first‐stage methods, small‐b and fixed‐b asymptotic theory.JEL. C32