LSE creators

Number of items: 15.
2019
  • Robinson, Peter M., Velasco, Carlos (2019). Estimation for dynamic panel data with individual effects. Econometric Theory, 36(2), 185-222. https://doi.org/10.1017/S0266466619000069
    • 2018
  • Robinson, Peter, Velasco, Carlos (2018). Inference on trending panel data. Journal of Econometrics, 206(2), 282-304. https://doi.org/10.1016/j.jeconom.2018.06.003
    • 2015
  • Robinson, Peter M., Velasco, Carlos (2015). Efficient inference on fractionally integrated panel data models with fixed effects. Journal of Econometrics, 185(2), 435-452. https://doi.org/10.1016/j.jeconom.2014.12.003
    • 2013
  • Robinson, Peter M., Velasco, Carlos (2013). Efficient inference on fractionally integrated panel data models with fixed effects. (Econometrics EM/2013/567). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • 2011
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2011). Bootstrap assisted specification tests for the afirma model. Econometric Theory, 27(05), 1083-1116. https://doi.org/10.1017/S0266466610000642
    • 2009
  • Delgado, Miguel A, Hidalgo, Javier, Velasco, Carlos (2009-05-22 - 2009-05-23) Bootstrap assisted specification tests for the FARIMA model [Paper]. Third Time Series conference, MontrĂ©al, Canada, CAN.
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2009). Distribution-free specification tests for dynamic linear models. Econometrics Journal, 12(s1), S105-S134. https://doi.org/10.1111/j.1368-423X.2009.00280.x
    • 2008
  • Hidalgo, Javier, Velasco, Carlos (2008-01-11) Specification with lattice processes [Paper]. 1st London and Oxbridge Time Series workshop, London, United Kingdom, GBR.
    • 2005
  • Delgado, Miguel A., Hidalgo, Javier, Velasco, Carlos (2005). Distribution free goodness-of-fit tests for linear processes. (EM 482). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Delgado, Miguel, Velasco, Carlos (2005). Distribution free goodness-of-fit tests for linear processes. Annals of Statistics, 33(6), 2568-2609. https://doi.org/10.1214/009053605000000606
    • 2001
  • Velasco, Carlos, Robinson, Peter M. (2001). Edgeworth expansions for spectral density estimates and studentized sample mean. Econometric Theory, 17(3), 497-539.
    • 2000
  • Robinson, Peter M., Velasco, Carlos (2000). Edgeworth expansions for spectral density estimates and studentized sample mean. (Econometrics; EM/2000/390 EM/00/390). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Velasco, Carlos (2000). Whittle pseudo-maximum likelihood estimation for nonstationary time series. (Econometrics; EM/2000/391 EM/00/391). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • 1996
  • Robinson, Peter M., Velasco, Carlos (1996). Autocorrelation-robust inference. (Econometrics; EM/1996/316 EM/1996/316). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Velasco, Carlos (1996). Higher order asymptotic theory for nonparametric time series analysis and related contributions. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf