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Agnelli, Lorenzo
Allen, Myles
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Wiese, Samuel
Yang, Jangho
Youngman, Tom
Yu, Yan
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3 results: page 1 of 1
May 2014
Paper
Detecting Big Structural Breaks in Large Factor Models
Jesus Gonzalo , Liang Chen , Juan J. Dolado
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