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Gaussian Semiparametric Estimation of Non‐stationary Time Series,
Carlos Velasco,
in Journal of Time Series Analysis
(1999)
Local Cross‐validation for Spectrum Bandwidth Choice,
Carlos Velasco,
in Journal of Time Series Analysis
(2000)
Gaussian Semi‐parametric Estimation of Fractional Cointegration,
Carlos Velasco,
in Journal of Time Series Analysis
(2003)
The Periodogram of fractional processes1,
Carlos Velasco,
in Journal of Time Series Analysis
(2007)
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics,
Carlos Velasco,
in Journal of Business & Economic Statistics
(2023)
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION,
Carlos Velasco,
in Econometric Theory
(2000)
Non-stationary log-periodogram regression,
Carlos Velasco,
in Journal of Econometrics
(1999)
Comments on: Model-free model-fitting and predictive distributions,
Carlos Velasco,
in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
(2013)
Comments on: A review on empirical likelihood methods for regression,
Carlos Velasco,
in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
(2009)
Comments on: Subsampling weakly dependent time series and application to extremes,
Carlos Velasco,
in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
(2011)
Registered author: Carlos Velasco
Influencia de la Tarjetas de Débito sobre la Demanda de Efectivo,
Juan Carlos Pérez-Velasco,
in Latin American Journal of Economics-formerly Cuadernos de Economía
(2002)
Keywords: Cash demand, electronic money
¿En los orígenes de una burguesía agraria o la consolidación de una economía de renta? La formación de un patrimonio rural en la Galicia sudoriental, 1740-1850,
Carlos Francisco Velasco Souto,
in Historia Agraria. Revista de Agricultura e Historia Rural
(2007)
Keywords: : Agrarian capitalism, rent economy, rural patrimony, social leadership, Galicia
Apropiación y explotación del corcho en Valdelosa (Salamanca), 1835-1975,
Juan Carlos Guerra Velasco,
in Historia Agraria. Revista de Agricultura e Historia Rural
(2015)
Keywords: cork, Valdelosa, appropriation, collectivism, strategies
Valores, normas y teoría económica. Algunas consideraciones,
Juan Carlos Pérez Velasco Pavón,
in El Trimestre Económico
(2000)
La demanda de billetes y monedas para países en desarrollo: el caso de México,
Juan Carlos Pérez-Velasco Pavón,
in Monetaria
(2000)
Determinantes de la demanda por la denominación promedio de billete: el caso de México,
Juan Carlos Pérez-Velasco Pavón,
in Monetaria
(2009)
Reflections on Drug-cartel Fighting: The Case of Mexico,
Juan Carlos Pérez Velasco Pavón,
in Economía Mexicana NUEVA ÉPOCA
(2013)
Keywords: Crime, drugs, labor supply, labor demand, transaction costs, Mexico.
Inference on trending panel data,
Peter Robinson and Carlos Velasco,
from London School of Economics and Political Science, LSE Library
(2018)
Keywords: Semiparametric panel data modelling; Nonparametrically time-trending individual effects; Nonparametric cross-sectional correlation and heteroscedasticitySpatial model; Parametric fractional dependence; Consistency; Asymptotic normality
Fractional cointegration rank estimation,
Katarzyna Łasak and Carlos Velasco,
from Department of Economics and Business Economics, Aarhus University
(2013)
Keywords: Error correction model, Gaussian VAR model, Likelihood ratio tests, Maximum likelihood estimation.
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios,
Seongman Moon and Carlos Velasco,
in Journal of Financial Econometrics
(2013)
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios,
Seongman Moon and Carlos Velasco,
in Journal of Financial Econometrics
(2014)
Keywords: conditional test, local-to-unity assumption, predictive regression, present value model, Q-test, t-test
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking,
Miguel Delgado and Carlos Velasco,
in Journal of the American Statistical Association
(2011)
Long Memory in Stock-Market Trading Volume,
Ignacio Lobato and Carlos Velasco,
in Journal of Business & Economic Statistics
(2000)
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS,
Carlos Velasco and Xuexin Wang,
in Journal of Time Series Analysis
(2015)
The optimal method for pricing Bermudan options by simulation,
Alfredo Ibáñez and Carlos Velasco,
in Mathematical Finance
(2018)
Lecture Attendance, Study Time, and Academic Performance: A Panel Data Study,
Vincenzo Andrietti and Carlos Velasco,
in The Journal of Economic Education
(2015)
Fractional Cointegration Rank Estimation,
Katarzyna Łasak and Carlos Velasco,
in Journal of Business & Economic Statistics
(2015)
A SIMPLE TEST OF NORMALITY FOR TIME SERIES,
Ignacio Lobato and Carlos Velasco,
in Econometric Theory
(2004)
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION,
Javier Hualde and Carlos Velasco,
in Econometric Theory
(2008)
Efficient Wald Tests for Fractional Unit Roots,
Ignacio Lobato and Carlos Velasco,
in Econometrica
(2007)
A simple and general test for white noise,
Carlos Velasco and Ignacio Lobato,
from Econometric Society
(2004)
Keywords: autocorrelation, spectral analysis, nonlinear dependence
Optimal Fractional Dickey-Fuller tests,
Ignacio Lobato and Carlos Velasco,
in Econometrics Journal
(2006)
Power comparison among tests for fractional unit roots,
Ignacio Lobato and Carlos Velasco,
in Economics Letters
(2008)
Distribution-free tests for time series models specification,
Miguel Delgado and Carlos Velasco,
in Journal of Econometrics
(2010)
Keywords: Optimal tests Residuals autocorrelation function Specification tests Time series models Dynamic regression model
A Wald test for the cointegration rank in nonstationary fractional systems,
Marco Avarucci and Carlos Velasco,
in Journal of Econometrics
(2009)
Keywords: Fractional integration Fractional error correction model Singular value decomposition Cointegration test
Sign tests for long-memory time series,
Miguel Delgado and Carlos Velasco,
in Journal of Econometrics
(2005)
Tests for m-dependence based on sample splitting methods,
Seongman Moon and Carlos Velasco,
in Journal of Econometrics
(2013)
Keywords: m-dependence; Sample splitting; Pooled method; Wald method; Minimum/maximum/median method; Expectations hypothesis;
New goodness-of-fit diagnostics for conditional discrete response models,
Igor Kheifets and Carlos Velasco,
in Journal of Econometrics
(2017)
Keywords: Specification tests; Count data; Dynamic discrete choice models; Conditional probability integral transform;
Recursive lower and dual upper bounds for Bermudan-style options,
Alfredo Ibáñez and Carlos Velasco,
in European Journal of Operational Research
(2020)
Keywords: Finance; Bermudan/American options; Optimal-stopping times; Recursive lower/upper bounds; Simulation and local least squares;
Consistent Testing of Cointegrating Relationships,
Francesc Marmol and Carlos Velasco,
in Econometrica
(2004)
Trend stationarity versus long-range dependence in time series analysis,
Francesc Marmol and Carlos Velasco,
in Journal of Econometrics
(2002)
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series,
Josu Arteche and Carlos Velasco,
in Journal of Time Series Analysis
(2005)
Model Adequacy Checks for Discrete Choice Dynamic Models,
Igor Kheifets and Carlos Velasco,
from Center for Economic and Financial Research (CEFIR)
(2012)
Keywords: Goodness of fit, diagnostic test, parametric conditional distribution, discrete choice models, parameter estimation effect, bootstrap
Optimal Fractional Dickey-Fuller Tests for Unit Roots,
Ignacio Lobato and Carlos Velasco,
from Centro de Investigacion Economica, ITAM
(2004)
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models,
Igor Kheifets and Carlos Velasco,
from Cowles Foundation for Research in Economics, Yale University
(2017)
Keywords: Specification tests, Count data, Dynamic discrete choice models, Conditional probability integral transform
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models,
Igor Kheifets and Carlos Velasco,
from Cowles Foundation for Research in Economics, Yale University
(2013)
Keywords: Specification tests, Count data, Dynamic discrete choice models, Conditional probability integral transform
A wald test for the cointegration rank in nonstationary fractional systems,
Marco Avarucci and Carlos Velasco,
from Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
(2008)
Model Adequacy Checks for Discrete Choice Dynamic Models,
Igor Kheifets and Carlos Velasco,
from New Economic School (NES)
(2012)
Keywords: Goodness of fit, diagnostic test, parametric conditional distribution, discrete choice models, parameter estimation effect, bootstrap
Fractional Cointegration Rank Estimation,
Katarzyna Łasak and Carlos Velasco,
from Tinbergen Institute
(2014)
Keywords: Error correction model, Gaussian VAR model, Likelihood ratio tests, Maximum likelihood estimation
Tests for m-dependence Based on Sample Splitting Methods,
Seongman Moon and Carlos Velasco,
from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)
(2011)
Keywords: m-dependence, sample splitting, pooled method,Wald method, minimum/maximum/median method, expectations hypothesis.
Do Foreign Excess Return Regressions Convey Valid Information?,
Seongman Moon and Carlos Velasco,
from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)
(2011)
Keywords: near-unit discount factor, unit root fundamentals, contemporaneous correlation, present value model.
On the Properties of Regression Tests of Asset Return Predictability,
Seongman Moon and Carlos Velasco,
from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)
(2011)
Keywords: present value model, predictive regression, local-to-unity assumption, conditional test, Q-test, t-test.
The Forward Discount Puzzle: Identi cation of Economic Assumptions,
Seongman Moon and Carlos Velasco,
from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)
(2011)
Keywords: expectations errors, rational expectations risk premium, excess returns, serial dependence, 1980-87.
Distribution-free Tests of Fractional Cointegration,
Javier Hualde and Carlos Velasco,
from School of Economics and Business Administration, University of Navarra
(2006)
Keywords: 35
Multisensory Packaging,
Carlos Velasco and Charles Spence,
from Springer
(2019)
Multisensory Product Packaging: An Introduction,
Carlos Velasco and Charles Spence,
from Springer
(2019)
Keywords: Packaging, Multisensory, Branding, Marketing, Design, Product experience
Multisensory Premiumness,
Carlos Velasco and Charles Spence,
from Springer
(2019)
Keywords: Premium, Branding, Multisensory, Marketing, Packaging
Packaging Colour and Its Multiple Roles,
Charles Spence and Carlos Velasco,
from Springer
(2019)
Keywords: Packaging colour, Signature colour, Colour correspondences, Individual differences
The Role of Typeface in Packaging Design,
Carlos Velasco and Charles Spence,
from Springer
(2019)
Keywords: Typeface, Font, Meaning, Crossmodal correspondence, Box-scale, Taste, Flavour
The Multisensory Analysis of Product Packaging Framework,
Carlos Velasco and Charles Spence,
from Springer
(2019)
Keywords: Multisensory packaging, Branding, Design, Analysis methods
Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption,
Carlos Velasco and Xuexin Wang,
from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
(2021)
Keywords: Endogeneity; Non-integrable weighting function; Weak identification; Highdimensional robustness; EIS in consumption
Testing the martingale difference hypothesis using integrated regression functions,
Juan Carlos Escanciano and Carlos Velasco,
in Computational Statistics & Data Analysis
(2006)
Specification tests of parametric dynamic conditional quantiles,
Juan Carlos Escanciano and Carlos Velasco,
in Journal of Econometrics
(2010)
Keywords: Omnibus tests Conditional quantiles Nonlinear time series Empirical processes Quantile processes Subsampling Value-at-risk Tail risk
Generalized spectral tests for the martingale difference hypothesis,
Juan Carlos Escanciano and Carlos Velasco,
in Journal of Econometrics
(2006)
Specification tests of parametric dynamic conditional quantiles,
Juan Carlos Escanciano and Carlos Velasco,
from HAL
(2010)
Keywords: C12,C22,Omnibus tests,Conditional quantiles,Nonlinear time series,Empirical processes,Quantile processes,Subsampling,Value-at-risk,Tail risk
Specification Tests of Parametric Dynamic Conditional Quantiles,
Juan Carlos Escanciano and Carlos Velasco,
from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington
(2008)
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions,
Juan Carlos Escanciano and Carlos Velasco,
from School of Economics and Business Administration, University of Navarra
(2006)
We Eat First with Our (Digital) Eyes: Enhancing Mental Simulation of Eating Experiences via Visual-Enabling Technologies,
Olivia Petit, Ana Javornik and Carlos Velasco,
in Journal of Retailing
(2022)
Keywords: Digital sensory marketing; Augmented reality; 3D visualisation; Online retailing; Food; Mental simulation;
Tasting brands: Associations between brand personality and tastes,
Kosuke Motoki, Takanobu Nakahara and Carlos Velasco,
in Journal of Business Research
(2023)
Keywords: Tastes; Brand personality; POS data; Food branding;
Digital Sensory Marketing: Integrating New Technologies Into Multisensory Online Experience,
Olivia Petit, Carlos Velasco and Charles Spence,
in Journal of Interactive Marketing
(2019)
Keywords: Consumer behavior; Digital marketing; Sensory marketing; HCI; Online environment;
What makes NFTs valuable to consumers? Perceived value drivers associated with NFTs liking, purchasing, and holding,
Tuba Yilmaz, Sofie Sagfossen and Carlos Velasco,
in Journal of Business Research
(2023)
Keywords: Blockchain; Non-fungible tokens; NFTs; Value; Customer journey;
Evaluating the impact of early- and late-acquired phonemes on the luxury appeal of brand names,
Abhishek Pathak, Gemma Calvert and Carlos Velasco,
in Journal of Brand Management
(2017)
Keywords: Sound symbolism, Luxurious brand name, Phonemic age of acquisition, Phonetic symbolism
The sound of branding: An analysis of the initial phonemes of popular brand names,
Abhishek Pathak, Carlos Velasco and Charles Spence,
in Journal of Brand Management
(2020)
Keywords: K effect, Phonemes, Brand names, Naming conventions, Phonetic symbolism, Sound branding
Are large portions always bad? Using the Delboeuf illusion on food packaging to nudge consumer behavior,
Olivia Petit, Carlos Velasco and Charles Spence,
in Marketing Letters
(2018)
Keywords: Food packaging, Portion size, Visual illusions, Mental imagery, Embodied self-regulation, Nudge
Money, Crises, and Transition: Essays in Honor of Guillermo A. Calvo,
Carmen Reinhart, Carlos Vegh and Andrés Velasco,
from The MIT Press
(2008)
Keywords: Guillermo Calvo
Efficient inference on fractionally integrated panel data models with fixed effects,
Peter M. Robinson and Carlos Velasco,
from London School of Economics and Political Science, LSE Library
(2013)
Keywords: panel data; fractional time series; estimation; testing; bias correction
Efficient inference on fractionally integrated panel data models with fixed effects,
Peter M. Robinson and Carlos Velasco,
from London School of Economics and Political Science, LSE Library
(2015)
Keywords: panel data; fractional time series; estimation; testing; bias correction
Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence,
Yunus Emre Ergemen and Carlos Velasco,
from Department of Economics and Business Economics, Aarhus University
(2015)
Keywords: Fractional cointegration, factor models, long memory, realized volatility
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects,
Yunus Emre Ergemen and Carlos Velasco,
from Department of Economics and Business Economics, Aarhus University
(2018)
Keywords: Fractional integration, panel data, factor models, long memory, homogeneity test
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models,
Ignacio N Lobato and Carlos Velasco,
in The Econometrics Journal
(2022)
Keywords: Noncausality, noninvertibility, detrending, tapering
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects,
Yunus Emre Ergemen and Carlos Velasco,
in Journal of Time Series Analysis
(2019)
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN,
Carlos Velasco and Peter M. Robinson,
in Econometric Theory
(2001)
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL,
Miguel Delgado, Javier Hidalgo and Carlos Velasco,
in Econometric Theory
(2011)
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS,
Peter M. Robinson and Carlos Velasco,
in Econometric Theory
(2020)
Distribution-free specification tests for dynamic linear models,
Miguel Delgado, Javier Hidalgo and Carlos Velasco,
in Econometrics Journal
(2009)
Efficient inference on fractionally integrated panel data models with fixed effects,
Peter M. Robinson and Carlos Velasco,
in Journal of Econometrics
(2015)
Keywords: Panel data; Fractional time series; Estimation; Testing; Bias correction;
Estimation of fractionally integrated panels with fixed effects and cross-section dependence,
Yunus Emre Ergemen and Carlos Velasco,
in Journal of Econometrics
(2017)
Keywords: Fractional cointegration; Factor models; Long memory; Realized volatility;
Inference on trending panel data,
Peter M. Robinson and Carlos Velasco,
in Journal of Econometrics
(2018)
Keywords: Semiparametric panel data modelling; Nonparametrically time-trending individual effects; Nonparametric cross-sectional correlation and heteroscedasticity; Spatial model; Parametric fractional dependence; Consistency; Asymptotic normality;
Edgeworth expansions for spectral density estimates and studentized sample mean,
Carlos Velasco and Peter M. Robinson,
from London School of Economics and Political Science, LSE Library
(2001)
Edgeworth expansions for spectral density estimates and studentized sample mean,
Peter M. Robinson and Carlos Velasco,
from London School of Economics and Political Science, LSE Library
(2000)
Keywords: Edgeworth expansions; nonparametric spectral estimates; stationary Gaussian series; studentized sample mean; bandwidth choice.
Whittle pseudo-maximum likelihood estimation for nonstationary time series,
Peter M. Robinson and Carlos Velasco,
from London School of Economics and Political Science, LSE Library
(2000)
Keywords: Long-range dependence; nonstationary long memory time series; nonstationary fractional models; tapering; frequency domain estimation
Distribution free goodness-of-fit tests for linear processes,
Miguel Delgado, Javier Hidalgo and Carlos Velasco,
from London School of Economics and Political Science, LSE Library
(2005)
Keywords: Nonparametric model checking; spectral distribution; linear processes; martingale decomposition; local alternatives; omnibus; smooth and directional tests; long-range alternatives
Residual log-periodogram inference for long-run relationships,
Uwe Hassler, Francesc Marmol and Carlos Velasco,
in Journal of Econometrics
(2006)
Residual Log-Periodogram Inference for Long-Run Relationships,
Uwe Hassler, Francesc Marmol and Carlos Velasco,
from Darmstadt University of Technology, Department of Law and Economics
(2002)
Keywords: Fractional cointegration, semiparametric inference, limiting normality, long memory, non-stationarity, exchange rates
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models,
Ignacio N. Lobato and Carlos Velasco,
in Economics Letters
(2018)
Keywords: Higher-order moments; Efficiency; Kurtosis;
A Modification of the Perturb and Observe Method to Improve the Energy Harvesting of PV Systems under Partial Shading Conditions,
Alfredo Gil-Velasco and Carlos Aguilar-Castillo,
in Energies
(2021)
Keywords: photovoltaic systems; partial shading; maximum power point tracking algorithm
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS,
Uwe Hassler, Francesc Marmol and Carlos Velasco,
from Society for Computational Economics
(2000)
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series,
Juan Dolado, Heiko Rachinger and Carlos Velasco,
in Journal of Business & Economic Statistics
(2022)
Fractional cointegration in the presence of linear trends,
Uwe Hassler, Francesc Marmol and Carlos Velasco,
in Journal of Time Series Analysis
(2008)