Francesc Marmol

Universidad Carlos III de Madrid - Department of Economics

E-28903 Getafe (Madrid)

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

15

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Asymptotic Inference Results for Multivariate Long-Memory Processes

Econometrics Journal, Vol. 7, No. 1, pp. 168-190, June 2004
Number of pages: 23 Posted: 09 Jul 2004
Juan Jose Dolado and Francesc Marmol
Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
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Vector fractionally integrated processes, fractional cointegration, Granger causality, permanent income hypothesis

2.

Fractional Cointegration in the Presence of Linear Trends

Journal of Time Series Analysis, Vol. 29, Issue 6, pp. 1088-1103, November 2008
Number of pages: 16 Posted: 27 Oct 2008
Uwe Hassler, Francesc Marmol and Carlos Velasco
Goethe University Frankfurt - Faculty of Economics and Business Administration, Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Economics
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3.

The Correlogram of a Long Memory Process Plus a Simple Noise

University of California at San Diego, Department of Economics, Discussion Paper No. 97-29
Posted: 07 Mar 1998
Clive W. J. Granger and Francesc Marmol
University of California, San Diego (UCSD) - Department of Economics and Universidad Carlos III de Madrid - Department of Economics

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