Edit Profile (opens in new tab) Velasco, Carlos I. Hoyos Compute Distance To: Compute Author ID: velasco.carlos-i-hoyos Published as: Velasco, Carlos; Velasco, C.; Velasco, Carlos I. Hoyos more...less External Links: MGP · ORCID Documents Indexed: 48 Publications since 1997 Co-Authors: 17 Co-Authors with 38 Joint Publications 168 Co-Co-Authors all top 5 Co-Authors 10 single-authored 7 Lobato, Ignacio Norberto 6 Delgado, Miguel Ángel 6 Robinson, Peter Michael 4 Marmol, Francesc 3 Escanciano, Juan Carlos 3 Hidalgo, Javier 2 di Gaeta, Alessandro 2 Ergemen, Yunus Emre 2 Hassler, Uwe 2 Ibáñez, Alfredo 1 Arteche, Josu 1 Avarucci, Marco 1 Hualde, Javier 1 Kheifets, Igor L. 1 Montanaro, Umberto 1 Moon, Seongman 1 Wang, Xuexin all top 5 Serials 13 Journal of Econometrics 7 Journal of Time Series Analysis 6 Econometric Theory 3 The Annals of Statistics 3 Test 3 The Econometrics Journal 2 Econometrica 2 Journal of the American Statistical Association 2 Economics Letters 2 Asian Journal of Control 1 Journal of Statistical Planning and Inference 1 European Journal of Operational Research 1 Computational Statistics and Data Analysis 1 Mathematical Finance all top 5 Fields 44 Statistics (62-XX) 8 Numerical analysis (65-XX) 6 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Real functions (26-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 36 Publications have been cited 424 times in 323 Documents Cited by ▼ Year ▼ Non-stationary log-periodogram regression. Zbl 1041.62533Velasco, Carlos 63 1999 Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087Velasco, Carlos; Robinson, Peter M. 59 2000 Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013Velasco, Carlos; Robinson, Peter M. 33 2001 Distribution free goodness-of-fit tests for linear processes. Zbl 1084.62038Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos 33 2005 Generalized spectral tests for the martingale difference hypothesis. Zbl 1418.62320Escanciano, J. Carlos; Velasco, Carlos 29 2006 Non-Gaussian log-periodogram regression. Zbl 0945.62091Velasco, Carlos 23 2000 Gaussian semi-parametric estimation of fractional cointegration. Zbl 1050.62098Velasco, Carlos 22 2003 Efficient Wald test for fractional unit roots. Zbl 1132.91594Lobato, Ignacio; Velasco, Carlos 20 2007 Specification tests of parametric dynamic conditional quantiles. Zbl 1431.62186Escanciano, Juan Carlos; Velasco, Carlos 19 2010 Residual log-periodogram inference for long-run relationships. Zbl 1337.62232Hassler, U.; Marmol, F.; Velasco, C. 15 2006 Consistent testing of cointegrating relationships. Zbl 1142.62396Marmol, Francesc; Velasco, Carlos 14 2004 Testing the martingale difference hypothesis using integrated regression functions. Zbl 1157.62488Escanciano, J. Carlos; Velasco, Carlos 10 2006 Autocorrelation-robust inference. Zbl 0911.62084Robinson, P. M.; Velasco, C. 9 1997 An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking. Zbl 1229.62117Delgado, Miguel A.; Velasco, Carlos 8 2011 Nonparametric frequency domain analysis of nonstationary multivariate time series. Zbl 1020.62088Velasco, Carlos 7 2003 A simple test of normality for time series. Zbl 1081.62066Lobato, Ignacio N.; Velasco, Carlos 7 2004 Trimming and tapering semi-parametric estimates in asymmetric long memory time series. Zbl 1090.62037Arteche, J.; Velasco, C. 6 2005 Optimal fractional Dickey-Fuller test. Zbl 1106.62098Lobato, Ignacio N.; Velasco, Carlos 6 2006 Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator. Zbl 1333.93151di Gaeta, Alessandro; Velasco, Carlos I. Hoyos; Montanaro, Umberto 6 2015 Trend stationarity versus long-range dependence in time series analysis. Zbl 1020.62080Marmol, Francesc; Velasco, Carlos 4 2002 Distribution-free tests of fractional cointegration. Zbl 1280.62099Hualde, Javier; Velasco, Carlos 4 2008 Efficient inference on fractionally integrated panel data models with fixed effects. Zbl 1332.62343Robinson, Peter M.; Velasco, Carlos 3 2015 Tests for \(m\)-dependence based on sample splitting methods. Zbl 1443.62281Moon, Seongman; Velasco, Carlos 3 2013 Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. Zbl 1401.62178Velasco, Carlos; Lobato, Ignacio N. 3 2018 Estimation of fractionally integrated panels with fixed effects and cross-section dependence. Zbl 1403.62161Ergemen, Yunus Emre; Velasco, Carlos 3 2017 The optimal method for pricing Bermudan options by simulation. Zbl 1417.91555Ibáñez, Alfredo; Velasco, Carlos 2 2018 Valve position-based control at engine key-on of an electro-mechanical valve actuator for camless engines: a robust controller tuning via bifurcation analysis. Zbl 1348.93206Hoyos Velasco, Carlos I.; di Gaeta, Alessandro 2 2016 Bootstrap assisted specification tests for the ARFIMA model. Zbl 1226.62076Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos 2 2011 Sign tests for long-memory time series. Zbl 1337.62215Delgado, Miguel A.; Velasco, Carlos 2 2005 Distribution-free tests for time series models specification. Zbl 1431.62363Delgado, Miguel A.; Velasco, Carlos 2 2010 A Wald test for the cointegration rank in nonstationary fractional systems. Zbl 1431.62351Avarucci, Marco; Velasco, Carlos 2 2009 Comments on: A review on empirical likelihood methods for regression. Zbl 1203.62047Velasco, Carlos 1 2009 The periodogram of fractional processes. Zbl 1164.62063Velasco, Carlos 1 2007 Inference on trending panel data. Zbl 1452.62676Robinson, Peter M.; Velasco, Carlos 1 2018 Recursive lower and dual upper bounds for Bermudan-style options. Zbl 1431.91397Ibáñez, Alfredo; Velasco, Carlos 1 2020 New goodness-of-fit diagnostics for conditional discrete response models. Zbl 1388.62259Kheifets, Igor; Velasco, Carlos 1 2017 Recursive lower and dual upper bounds for Bermudan-style options. Zbl 1431.91397Ibáñez, Alfredo; Velasco, Carlos 1 2020 Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. Zbl 1401.62178Velasco, Carlos; Lobato, Ignacio N. 3 2018 The optimal method for pricing Bermudan options by simulation. Zbl 1417.91555Ibáñez, Alfredo; Velasco, Carlos 2 2018 Inference on trending panel data. Zbl 1452.62676Robinson, Peter M.; Velasco, Carlos 1 2018 Estimation of fractionally integrated panels with fixed effects and cross-section dependence. Zbl 1403.62161Ergemen, Yunus Emre; Velasco, Carlos 3 2017 New goodness-of-fit diagnostics for conditional discrete response models. Zbl 1388.62259Kheifets, Igor; Velasco, Carlos 1 2017 Valve position-based control at engine key-on of an electro-mechanical valve actuator for camless engines: a robust controller tuning via bifurcation analysis. Zbl 1348.93206Hoyos Velasco, Carlos I.; di Gaeta, Alessandro 2 2016 Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator. Zbl 1333.93151di Gaeta, Alessandro; Velasco, Carlos I. Hoyos; Montanaro, Umberto 6 2015 Efficient inference on fractionally integrated panel data models with fixed effects. Zbl 1332.62343Robinson, Peter M.; Velasco, Carlos 3 2015 Tests for \(m\)-dependence based on sample splitting methods. Zbl 1443.62281Moon, Seongman; Velasco, Carlos 3 2013 An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking. Zbl 1229.62117Delgado, Miguel A.; Velasco, Carlos 8 2011 Bootstrap assisted specification tests for the ARFIMA model. Zbl 1226.62076Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos 2 2011 Specification tests of parametric dynamic conditional quantiles. Zbl 1431.62186Escanciano, Juan Carlos; Velasco, Carlos 19 2010 Distribution-free tests for time series models specification. Zbl 1431.62363Delgado, Miguel A.; Velasco, Carlos 2 2010 A Wald test for the cointegration rank in nonstationary fractional systems. Zbl 1431.62351Avarucci, Marco; Velasco, Carlos 2 2009 Comments on: A review on empirical likelihood methods for regression. Zbl 1203.62047Velasco, Carlos 1 2009 Distribution-free tests of fractional cointegration. Zbl 1280.62099Hualde, Javier; Velasco, Carlos 4 2008 Efficient Wald test for fractional unit roots. Zbl 1132.91594Lobato, Ignacio; Velasco, Carlos 20 2007 The periodogram of fractional processes. Zbl 1164.62063Velasco, Carlos 1 2007 Generalized spectral tests for the martingale difference hypothesis. Zbl 1418.62320Escanciano, J. Carlos; Velasco, Carlos 29 2006 Residual log-periodogram inference for long-run relationships. Zbl 1337.62232Hassler, U.; Marmol, F.; Velasco, C. 15 2006 Testing the martingale difference hypothesis using integrated regression functions. Zbl 1157.62488Escanciano, J. Carlos; Velasco, Carlos 10 2006 Optimal fractional Dickey-Fuller test. Zbl 1106.62098Lobato, Ignacio N.; Velasco, Carlos 6 2006 Distribution free goodness-of-fit tests for linear processes. Zbl 1084.62038Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos 33 2005 Trimming and tapering semi-parametric estimates in asymmetric long memory time series. Zbl 1090.62037Arteche, J.; Velasco, C. 6 2005 Sign tests for long-memory time series. Zbl 1337.62215Delgado, Miguel A.; Velasco, Carlos 2 2005 Consistent testing of cointegrating relationships. Zbl 1142.62396Marmol, Francesc; Velasco, Carlos 14 2004 A simple test of normality for time series. Zbl 1081.62066Lobato, Ignacio N.; Velasco, Carlos 7 2004 Gaussian semi-parametric estimation of fractional cointegration. Zbl 1050.62098Velasco, Carlos 22 2003 Nonparametric frequency domain analysis of nonstationary multivariate time series. Zbl 1020.62088Velasco, Carlos 7 2003 Trend stationarity versus long-range dependence in time series analysis. Zbl 1020.62080Marmol, Francesc; Velasco, Carlos 4 2002 Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013Velasco, Carlos; Robinson, Peter M. 33 2001 Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087Velasco, Carlos; Robinson, Peter M. 59 2000 Non-Gaussian log-periodogram regression. Zbl 0945.62091Velasco, Carlos 23 2000 Non-stationary log-periodogram regression. Zbl 1041.62533Velasco, Carlos 63 1999 Autocorrelation-robust inference. Zbl 0911.62084Robinson, P. M.; Velasco, C. 9 1997 all cited Publications top 5 cited Publications all top 5 Cited by 344 Authors 28 Velasco, Carlos I. Hoyos 17 Robinson, Peter Michael 16 Hidalgo, Javier 14 Nielsen, Morten Ørregaard 11 Arteche, Josu 11 Escanciano, Juan Carlos 10 Hualde, Javier 8 Delgado, Miguel Ángel 8 Phillips, Peter Charles Bonest 7 Shao, Xiaofeng 6 Gil-Alana, Luis Alberiko 6 Giraitis, Liudas 6 Hassler, Uwe 6 Sibbertsen, Philipp 6 Sun, Yixiao 5 Hurvich, Clifford M. 5 Lobato, Ignacio Norberto 5 Reisen, Valdério Anselmo 5 Soulier, Philippe 4 Faÿ, Gilles 4 Lahiri, Soumendra Nath 4 Moulines, Eric 4 Orbe, Jesus 4 Zaffaroni, Paolo 3 Abadir, Karim M. 3 Boutahar, Mohamed 3 Caporale, Guglielmo Maria 3 Chen, Willa W. 3 Distaso, Walter 3 González-Manteiga, Wenceslao 3 Kew, Hsein 3 Marmol, Francesc 3 Montanaro, Umberto 3 Olm, Josep M. 3 Politis, Dimitris Nicolas 3 Shimotsu, Katsumi 3 Taqqu, Murad S. 2 Avarucci, Marco 2 Bera, Anil K. 2 Bravo, Francesco 2 Breitung, Jorg 2 Can, Sami Umut 2 Cavaliere, Giuseppe 2 Chan, Ngai Hang 2 Chen, Bin 2 Cheung, Ying Lun 2 Dalla, Violetta 2 Dette, Holger 2 di Gaeta, Alessandro 2 Einmahl, John H. J. 2 Frederiksen, Per Houmann 2 Galvao, Antonio F. jun. 2 Gannaz, Irène 2 Guerre, Emmanuel 2 Hong, Yongmiao 2 Ioannidis, Evangelos E. 2 Jin, Sainan 2 Johansen, Søren Glud 2 Kakizawa, Yoshihide 2 Khmaladze, Estate V. 2 Koul, Hira Lal 2 Kreiß, Jens-Peter 2 Laeven, Roger J. A. 2 Lee, Jin 2 Leoni, Patrick L. 2 Lin, Jinguan 2 Lopes, Sílvia R. C. 2 Marinucci, Domenico 2 Martin, Gael M. 2 Matsuda, Yasumasa 2 McCloskey, Adam 2 McElroy, Tucker S. 2 Montes-Rojas, Gabriel V. 2 Müller, Ulrich K. 2 Nadarajah, K. 2 Nakata, Hiroyuki 2 Narukawa, Masaki 2 Olbermann, Barbara P. 2 Pai, Jeffrey S. 2 Perera, Indeewara 2 Perron, Pierre 2 Poskitt, Donald Stephen 2 Proietti, Tommaso 2 Ravishanker, Nalini 2 Roueff, François 2 Sánchez-Sellero, César 2 Smallwood, Aaron D. 2 Taniguchi, Masanobu 2 Taylor, A. M. Robert 2 Troster, Victor 2 Vogelsang, Timothy J. 2 Wang, Man 2 Wang, Xuexin 2 Wied, Dominik 2 Wu, Wei Biao 2 Yajima, Yoshihiro 2 Zhang, Xianyang 2 Zhou, Xingcai 2 Zhu, Ke 1 Abraham, Bovas ...and 244 more Authors all top 5 Cited in 59 Serials 84 Journal of Econometrics 37 Econometric Theory 29 Journal of Time Series Analysis 17 Econometric Reviews 16 The Annals of Statistics 13 Economics Letters 12 Computational Statistics and Data Analysis 8 Journal of Statistical Planning and Inference 8 Economic Theory 6 Journal of Multivariate Analysis 5 Statistics & Probability Letters 5 The Econometrics Journal 4 Stochastic Processes and their Applications 4 Statistical Papers 4 Journal of Applied Statistics 4 Electronic Journal of Statistics 3 Journal of the Franklin Institute 3 Scandinavian Journal of Statistics 3 Communications in Statistics. Theory and Methods 3 Journal of Statistical Computation and Simulation 3 Journal of Time Series Econometrics 2 Annals of the Institute of Statistical Mathematics 2 Mathematics and Computers in Simulation 2 Statistics 2 Statistical Science 2 Computational Statistics 2 European Journal of Operational Research 2 Journal of Nonparametric Statistics 2 Statistical Inference for Stochastic Processes 2 Quantitative Finance 2 Journal of Statistical Theory and Practice 2 AStA. Advances in Statistical Analysis 2 Asian Journal of Control 2 Japanese Journal of Statistics and Data Science 1 International Journal of Control 1 Physica A 1 Applied Mathematics and Computation 1 Econometrica 1 Journal of the American Statistical Association 1 Kybernetika 1 Statistica Neerlandica 1 Insurance Mathematics & Economics 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Communications in Statistics. Simulation and Computation 1 Test 1 Bernoulli 1 CEJOR. Central European Journal of Operations Research 1 Methodology and Computing in Applied Probability 1 Hacettepe Journal of Mathematics and Statistics 1 Statistical Methods and Applications 1 Optimization Letters 1 European Journal of Pure and Applied Mathematics 1 The Annals of Applied Statistics 1 Bulletin of Economic Research 1 Journal of Probability and Statistics 1 Statistics and Computing 1 Annals of Finance 1 Journal of Econometric Methods all top 5 Cited in 16 Fields 299 Statistics (62-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 45 Probability theory and stochastic processes (60-XX) 36 Numerical analysis (65-XX) 6 Systems theory; control (93-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Real functions (26-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Functional analysis (46-XX) 1 Quantum theory (81-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year