Carlos Velasco

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5913-0107

Department of Economics, Universidad Carlos III de Madrid

Publications

• Estimation of time series models using residuals dependence measures — The Annals of Statistics 2022
• Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models — The Annals of Statistics 2018
• Delayed Overshooting: Is It an ’80s Puzzle? — Journal of Political Economy 2017
• An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking — Journal of the American Statistical Association 2011
• Efficient Wald Tests for Fractional Unit Roots — Econometrica 2007
• Distribution free goodness-of-fit tests for linear processes — The Annals of Statistics 2005
• Consistent Testing of Cointegrating Relationships — Econometrica 2004
• Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series — Journal of the American Statistical Association 2000