Concepedia

Javier Hualde

JH

Statistics

Publications

10

Citations

258

H-Index

10

Active since

2002

Affiliations

London School of Economics and Political Science(Current)

Universidad Publica de Navarra

Universidad de Navarra

Universidad Carlos III de Madrid

Javier Hualde is an author at London School of Economics and Political Science specializing in econometrics, statistics, and business.

Top concepts

StatisticsEconometricsBusinessFinanceEconomicsEngineeringProbabilityStatistical InferenceTime Series EconometricsTrade

Publications per year

2002–2019

10

Publications

10

Root--consistent estimation of weak fractional cointegration

Javier Hualde, Peter M. Robinson · Journal of Econometrics · 2006 · 51 citations

Economics, Macroeconomics, Exchange Rate Movement +5

Semiparametric inference in multivariate fractionally cointegrated systems

Javier Hualde, Peter M. Robinson · Journal of Econometrics · 2010 · 49 citations

Econometric Model, Semiparametric Inference, Econometrics +4

DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION

Javier Hualde, Carlos Velasco · Econometric Theory · 2007 · 34 citations · Full text

Economics, Volatility Modeling, Finance +12

Cointegration in Fractional Systems with Unkown Integration Orders

Javier Hualde · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2003 · 29 citations · Full text

Density Estimation, Untapered Estimate, Semiparametric Local Whittle +14

Cointegration in Fractional Systems with Unknown Integration Orders

Peter M. Robinson, Javier Hualde · Econometrica · 2003 · 24 citations · Full text

Least Squares Estimates, Fractional-order System, Fractional Dynamic +12

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