Alvaro Escribano

with Aparicio · 2001–2006

A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Who trusts Alvaro Escribano overall

1. Francesco D’Amuri

Papers from Alvaro Escribano's perspective

Ordered by how strongly the researchers Alvaro Escribano trusts endorse each paper. Same corpus, a different order for every researcher.

1. Trends and random walks in macroeconmic time series: Some evidence and implications
2. Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case
3. Nonlinear Statistical Models
4. Modelling Extremal Events for Insurance and Finance
5. Unit Roots, Cointegration, and Structural Change
6. Theory of point estimation
7. Fitting autoregressive models for prediction
8. Tests for Parameter Instability and Structural Change with Unknown Change Point
9. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
10. Nonparametric tests for unit roots and cointegration

Their papers

• Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (2006) — 59 citations
• Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models (2001) — 69 citations