Concepedia

Jesús Gonzalo

JG

38

Publications

4.9K

Citations

23

H-Index

1993

Active since

Affiliations

Universidad Carlos III de Madrid(Current)

University of Southampton

Boston University

Universitat Pompeu Fabra

Aarhus University

Jesús Gonzalo is an author at Universidad Carlos III de Madrid specializing in statistics, business, and econometrics.

Top concepts

StatisticsBusinessEconometricsEconomicsEngineeringFinanceEconomic AnalysisMacroeconomicsStatistical InferenceTime Series Econometrics

Publications per year

1993–2022

38

Publications

38

Estimation of Common Long-Memory Components in Cointegrated Systems

Jesús Gonzalo, Clive W. J. Granger · Journal of Business and Economic Statistics · 1995 · 1.3K citations

Cointegrated System, Analyze Cointegration, Engineering +15

Five alternative methods of estimating long-run equilibrium relationships

Jesús Gonzalo · Journal of Econometrics · 1994 · 1.1K citations · Full text

Dynamic Economic Model, Economics, Applied Economics +8

Estimation of Common Long-Memory Components in Cointegrated Systems

Jesús Gonzalo, Clive W. J. Granger · Journal of Business and Economic Statistics · 1995 · 434 citations

Engineering, Numerical Simulation, Exchange Rate Movement +4

Estimation and model selection based inference in single and multiple threshold models

Jesús Gonzalo, Jean‐Yves Pitarakis · Journal of Econometrics · 2002 · 244 citations · Full text

Engineering, Estimation Statistic, Multiple Threshold Models +6

Pitfalls in testing for long run relationships

Jesús Gonzalo, Tae‐Hwy Lee · Journal of Econometrics · 1998 · 220 citations · Full text

Reliability, Engineering, Test-driven Development +5

Rows per page

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