Publications

Filtered Results: 5 found

Jun 2018
Working Paper
White heteroscedasticty testing after outlier removal
Vanessa Berenguer-Rico, Ines Wilms
Dec 2017
Paper
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico, Bent Nielsen
Sept 2013
Paper
Summability of Stochastic Processes: A Generalization of Integration for Non-linear Processes
Vanessa Berenguer-Rico, Jesus Gonzalo
Jun 2013
Working Paper
Co-summability: From linear to non-linear co-integration
Vanessa Berenguer-Rico, Jesus Gonzalo
Feb 2010
Journal
Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability
Vanessa Berenguer-Rico, Josep Lluís Carrion-i-Silvestre