← All authors Javier Hualde Universidad Pública de Navarra (UPNA) (per OpenAlex) · ORCID · OpenAlex
25 papers in scope · 24 published · 1 on the econ.EM arXiv · 284 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Mustafa R. Kılınç Michael Massmann Grant Hillier Davide Raggi Federico Martellosio Alexander Mayer Noud van Giersbergen Kees Jan van Garderen Xinyue Bei Dominik Wied Morten Ørregaard Nielsen Douglas L. Miller Manu Navjeevan Guowei Cui Victor Troster Vasilis Sarafidis Wei Zhong Hao Zeng Takashi Yamagata Jörg Breitung Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 25)
Testing for Nontrivial Cointegration
published 2026 · Journal of Business and Economic Statistics · 1 citations
A novel test of economic convergence in time series
published 2025 · Empirical Economics · first circulated 2022
working paper 2023 · arXiv · 12 citations · first circulated 2022
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
published 2022 · Electronic Journal of Statistics · 4 citations
Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
published 2019 · Journal of Business and Economic Statistics · 11 citations · first circulated 2017
TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS
published 2019 · Econometric Theory · 1 citations
with Morten Ørregaard Nielsen
Local Whittle estimation of long memory: Standard versus bias-reducing techniques
published 2019 · Econometrics and Statistics · 3 citations
with Javier García Enríquez
Special Issue of the Journal of Time Series Analysis in Honour of the 35th Anniversary of the Publication of Geweke and Porter‐Hudak (1983): Guest Editors' Introduction
published 2019 · Journal of Time Series Analysis
Fixed Bandwidth Inference for Fractional Cointegration
published 2019 · Journal of Time Series Analysis · 2 citations
Revisiting inflation in the euro area allowing for long memory
published 2017 · Economics Letters · 5 citations
Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes
published 2016 · Economics Letters · 12 citations
Spatial Integration in the Spanish Mackerel Market Volume 65, Issue 1, January 2014, pp. 234–256
published 2016 · Journal of Agricultural Economics
with Javier García Enríquez, Josu Arteche, Arantza Murillas
Small‐ b and Fixed‐ b Asymptotics for Weighted Covariance Estimation in Fractional Cointegration
published 2015 · Journal of Time Series Analysis · 1 citations
Regression-based analysis of cointegration systems
published 2015 · Journal of Econometrics · 5 citations · first circulated 2014
with Javier Gómez Biscarri
A residual-based ADF test for stationary cointegration in I ( 2 ) settings
published 2014 · Journal of Econometrics · 13 citations
with Javier Gómez Biscarri
Estimation of long-run parameters in unbalanced cointegration
published 2013 · Journal of Econometrics · 9 citations
Spatial Integration in the Spanish Mackerel Market
published 2013 · Journal of Agricultural Economics · 14 citations
with Javier García Enríquez, Josu Arteche, Arantza Murillas
A simple test for the equality of integration orders
published 2013 · Economics Letters · 20 citations · first circulated 2012
First Stage Estimation of Fractional Cointegration
published 2012 · Journal of Time Series Econometrics · 3 citations
Weak convergence to a modified fractional Brownian motion
published 2012 · Journal of Time Series Analysis · 4 citations
Semiparametric inference in multivariate fractionally cointegrated systems
published 2010 · Journal of Econometrics · 49 citations
with Peter M. Robinson
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
published 2007 · Econometric Theory · 34 citations · first circulated 2006
with Carlos Velasco
UNBALANCED COINTEGRATION
published 2006 · Econometric Theory · 6 citations
Root--consistent estimation of weak fractional cointegration
published 2006 · Journal of Econometrics · 51 citations
with Peter M. Robinson
Cointegration in Fractional Systems with Unknown Integration Orders
published 2003 · Econometrica · 24 citations
with Peter M. Robinson
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