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Dolado, Juan J.

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Author ID: dolado.juan-j Recent zbMATH articles by "Dolado, Juan J."
Published as: Dolado, J. J.; Dolado, Juan; Dolado, Juan J.
Documents Indexed: 17 Publications since 1987, including 1 Book

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 194 times in 184 Documents Cited by Year
Co-integration, error correction, and the econometric analysis of non-stationary data. Zbl 0937.62650
Banerjee, Anindya; Dolado, Juan; Galbraith, J. W.; Hendry, David
69
1993
A fractional Dickey-Fuller test for unit roots. Zbl 1132.91590
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura
30
2002
Making Wald tests work for cointegrated VAR systems. Zbl 0893.62085
Dolado, Juan J.; Lütkepohl, Helmut
23
1996
Error-correction mechanism tests for cointegration in a single-equation framework. Zbl 0906.62081
Banerjee, Anindya; Dolado, Juan J.; Mestre, Ricardo
19
1998
Detecting big structural breaks in large factor models. Zbl 1298.62145
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús
18
2014
Asymptotic inference results for multivariate long-memory processes. Zbl 1053.62096
Dolado, Juan J.; Marmol, Francesc
11
2004
Nonlinear monetary policy rules: some new evidence for the U.S. Zbl 1081.91594
Dolado, Juan; Pedrero, Ramón María-Dolores; Ruge-Murcia, Francisco J.
6
2004
A note on weak exogeneity in VAR cointegrated models. Zbl 0800.62795
Dolado, Juan J.
5
1992
Estimating intertemporal quadratic adjustment cost models with integrated series. Zbl 0729.90835
Dolado, Juan; Galbraith, John W.; Banerjee, Anindya
4
1991
Wald tests of \(I(1)\) against \(I(d)\) alternatives: some new properties and an extension to processes with trending components. Zbl 1194.62128
Dolado, Juan J.; Gonzalo, Jesus; Mayoral, Laura
2
2008
On the properties of the Dickey-Pantula test against fractional alternatives. Zbl 0904.90033
Dolado, Juan J.; Marmol, Francesc
2
1997
Formal manipulation of Forrester diagrams by graph grammars. Zbl 0668.68082
Dolado, J. J.; Torrealdea, F. J.
2
1988
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions. Zbl 1328.91246
Banerjee, Anindya; Dolado, Juan
2
1987
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions. Zbl 06804890
Banerjee, Anindya; Dolado, Juan; Galbraith, John W.
1
1990
Detecting big structural breaks in large factor models. Zbl 1298.62145
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús
18
2014
Wald tests of \(I(1)\) against \(I(d)\) alternatives: some new properties and an extension to processes with trending components. Zbl 1194.62128
Dolado, Juan J.; Gonzalo, Jesus; Mayoral, Laura
2
2008
Asymptotic inference results for multivariate long-memory processes. Zbl 1053.62096
Dolado, Juan J.; Marmol, Francesc
11
2004
Nonlinear monetary policy rules: some new evidence for the U.S. Zbl 1081.91594
Dolado, Juan; Pedrero, Ramón María-Dolores; Ruge-Murcia, Francisco J.
6
2004
A fractional Dickey-Fuller test for unit roots. Zbl 1132.91590
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura
30
2002
Error-correction mechanism tests for cointegration in a single-equation framework. Zbl 0906.62081
Banerjee, Anindya; Dolado, Juan J.; Mestre, Ricardo
19
1998
On the properties of the Dickey-Pantula test against fractional alternatives. Zbl 0904.90033
Dolado, Juan J.; Marmol, Francesc
2
1997
Making Wald tests work for cointegrated VAR systems. Zbl 0893.62085
Dolado, Juan J.; Lütkepohl, Helmut
23
1996
Co-integration, error correction, and the econometric analysis of non-stationary data. Zbl 0937.62650
Banerjee, Anindya; Dolado, Juan; Galbraith, J. W.; Hendry, David
69
1993
A note on weak exogeneity in VAR cointegrated models. Zbl 0800.62795
Dolado, Juan J.
5
1992
Estimating intertemporal quadratic adjustment cost models with integrated series. Zbl 0729.90835
Dolado, Juan; Galbraith, John W.; Banerjee, Anindya
4
1991
Orthogonality tests with de-trended data: interpreting Monte-Carlo results using Nagar expansions. Zbl 06804890
Banerjee, Anindya; Dolado, Juan; Galbraith, John W.
1
1990
Formal manipulation of Forrester diagrams by graph grammars. Zbl 0668.68082
Dolado, J. J.; Torrealdea, F. J.
2
1988
Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions. Zbl 1328.91246
Banerjee, Anindya; Dolado, Juan
2
1987
all top 5

Cited by 283 Authors

8 Nielsen, Morten Ørregaard
7 Hassler, Uwe
5 Velasco, Carlos I. Hoyos
4 Demetrescu, Matei
4 Hendry, David F.
4 Kao, Chihwa
4 Marmol, Francesc
3 Baltagi, Badi H.
3 Breitung, Jorg
3 Dai, Hongshuai
3 Dufour, Jean-Marie
3 Johansen, Søren Glud
3 Lütkepohl, Helmut
3 Su, Liangjun
3 Zoia, Maria Grazia
2 Banerjee, Anindya
2 Barigozzi, Matteo
2 Boswijk, H. Peter
2 Cavaliere, Giuseppe
2 Corradi, Valentina
2 Davidson, James W.
2 Dolado, Juan J.
2 Ericsson, Neil R.
2 Fanelli, Luca
2 Giraitis, Liudas
2 Hanck, Christoph
2 Herwartz, Helmut
2 Höglund, Rune
2 Kapetanios, George
2 Kew, Hsein-Ping
2 Lee, Junsoo
2 Lobato, Ignacio Norberto
2 Östermark, Ralf
2 Panopoulou, Ekaterini
2 Pittis, Nikitas
2 Proietti, Tommaso
2 Robinson, Peter Michael
2 Rodrigues, Paulo M. M.
2 Saikkonen, Pentti
2 Shin, Yongcheol
2 Shukur, Ghazi
2 Smeekes, Stephan
2 Strohsal, Till
2 Taylor, A. M. Robert
2 Trapani, Lorenzo
2 Urbain, Jean-Pierre
2 Wang, Fa
2 Wang, Gaowen
2 Wang, Xia
2 Yang, Wei-Tzen
1 Abadir, Karim M.
1 Abbott, Andrew
1 Alguacil, Ma. Teresa
1 Arestis, Philip
1 Arranz, Miguel A.
1 Aruoba, S. Borağan
1 Athukorala, Prema-chandra
1 Avarucci, Marco
1 Bahmani-Oskooee, Mohsen
1 Bai, Jushan
1 Bandi, Federico M.
1 Banerjee, Anurag N.
1 Barbieri, Laura
1 Bardet, Jean-Marc
1 Bass, Frank M.
1 Bauer, Dietmar
1 Bayer, Christian
1 Biefang-Frisancho Mariscal, Iris
1 Bocola, Luigi
1 Boldea, Otilia
1 Bollmann, Laslo
1 Boutabba, Mohamed Amine
1 Burda, Maike M.
1 Campbell, Bryan
1 Campos, Julia
1 Candelon, Bertrand
1 Caporale, Guglielmo Maria
1 Cappelen, Ådne
1 Cédras, Lyne
1 Chan, Ngai Hang
1 Chaudhuri, Kausik
1 Chen, Bangtian
1 Chen, Liang
1 Chen, Sanpan
1 Chigira, Hiroaki
1 Cho, Haeran
1 Choi, In Sim
1 Christodoulakis, George A.
1 Chu, Ba
1 Chu, Lichuan
1 Clarke, Judith A.
1 Comte, Fabienne
1 Cuadros, Ana
1 Cui, Guowei
1 Dahlhaus, Rainer
1 Daniel, Betty C.
1 Davidson, James E. H.
1 De Vita, Glauco
1 Denaux, Zulal S.
1 Didier, Gustavo
...and 183 more Authors
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Cited in 54 Serials

46 Journal of Econometrics
21 Economics Letters
16 Econometric Theory
8 Journal of Time Series Analysis
8 The Econometrics Journal
7 Journal of Economic Dynamics & Control
5 Econometric Reviews
5 Communications in Statistics. Theory and Methods
5 Journal of Applied Statistics
4 Computational Statistics and Data Analysis
4 Open Economies Review
3 Journal of Statistical Computation and Simulation
3 Statistical Papers
3 Quantitative Finance
2 Journal of Statistical Planning and Inference
2 Journal of Information & Optimization Sciences
2 Statistical Science
2 Test
2 Macroeconomic Dynamics
2 Journal of Time Series Econometrics
1 Linear and Multilinear Algebra
1 Annals of the Institute of Statistical Mathematics
1 Econometrica
1 International Statistical Review
1 Journal of Multivariate Analysis
1 Kybernetika
1 Metroeconomica
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 American Journal of Mathematical and Management Sciences
1 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 European Journal of Operational Research
1 Linear Algebra and its Applications
1 Stochastic Processes and their Applications
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 Bernoulli
1 Abstract and Applied Analysis
1 Australian & New Zealand Journal of Statistics
1 Journal of Interdisciplinary Mathematics
1 Acta Mathematica Sinica. English Series
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 AStA. Allgemeines Statistisches Archiv
1 Stochastics and Dynamics
1 North American Actuarial Journal
1 The European Physical Journal B. Condensed Matter and Complex Systems
1 Journal of Statistical Theory and Practice
1 European Journal of Pure and Applied Mathematics
1 Electronic Journal of Statistics
1 Journal of Probability and Statistics
1 Annals of Finance

Citations by Year