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Francesc Marmol

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This is information that was supplied by Francesc Marmol in registering through RePEc. If you are Francesc Marmol , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Francesc
Middle Name:
Last Name: Marmol
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RePEc Short-ID: pma391

Homepage: http://halweb.uc3m.es/esp/Personal/personas/fmarmol/eng/public.html
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Affiliation

This author is deceased (Date: 18 May 2005)

Works

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Working papers

  1. Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual log-periodogram inference for long-run relationships," Publications of Darmstadt Technical University, Institute of Economics (VWL) 18289, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  2. Mármol, Francesc & Escribano, Álvaro & Aparicio, Felipe M., 2002. "Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/2567, Universidad Carlos III de Madrid.
  3. Miguel A. Arranz & Alvaro Escribano & Francesc Mármol, 2002. "Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers," Economics Working Papers we20091101, Universidad Carlos III, Departamento de Economía, revised Nov 2009.
  4. Uwe Hassler & Francesc Marmol & C. Velasco, 2000. "Fractional Cointegrating Regression In The Presence Of Linear Time Trends," Computing in Economics and Finance 2000 138, Society for Computational Economics.
  5. Francesc Marmol & Juan J. Dolado, 1999. "Asymptotic Inference for Nonstationary Fractionally Integrated Processes," Computing in Economics and Finance 1999 513, Society for Computational Economics.
  6. Marmol, F. & Reboredo, J.C., 1997. "On the Finite Sample Bhaviour of the Durbin-Watson Test in the Presence of Nonsense Regressions," UFAE and IAE Working Papers 379.97, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  7. Marmol, F. & Reboredo, J.C., 1997. "Detecting Unbalanced Regressions Using the Durbin-Watson Test," UFAE and IAE Working Papers 380.97, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  8. Juan J. Dolado & Francisco Mármol, 1996. "Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes," Banco de España Working Papers 9617, Banco de España.
  9. Marmol,F., 1995. "Spurious Multicointegration," UFAE and IAE Working Papers 302.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  10. Marmol, Francesc & Velasco, Carlos, . "Trend stationarity versus long-range dependence in time series analysis," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/4349, Universidad Carlos III de Madrid.
  11. Dolado, Juan José & Mármol, Francesc, . "FM-OLS estimation of cointegrating relationships among nonstationary fractionally integrated processes," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/4672, Universidad Carlos III de Madrid.
  12. Dolado, Juan José & Mármol, Francesc, . "On the properties of the Dickey-Pantula test against fractional alternatives," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/3273, Universidad Carlos III de Madrid.
  13. Francesc, Marmol & Velasco, Carlos, . "Consistent testing of cointegrating relationships," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/4415, Universidad Carlos III de Madrid.
  14. Dolado, Juan José & Mármol, Francesc, . "Asymptotic inference results for multivariate long-memory processes," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/3207, Universidad Carlos III de Madrid.

Articles

  1. Uwe Hassler & Francesc Marmol & Carlos Velasco, 2008. "Fractional cointegration in the presence of linear trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1088-1103, November.
  2. Hassler, U. & Marmol, F. & Velasco, C., 2006. "Residual log-periodogram inference for long-run relationships," Journal of Econometrics, Elsevier, vol. 130(1), pages 165-207, January.
  3. Francesc Marmol & Carlos Velasco, 2004. "Consistent Testing of Cointegrating Relationships," Econometrica, Econometric Society, vol. 72(6), pages 1809-1844, November.
  4. Kramer, Walter & Marmol, Francesc, 2004. "The power of residual-based tests for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, vol. 82(1), pages 63-69, January.
  5. Juan J. Dolado & Francesc Marmol, 2004. "Asymptotic inference results for multivariate long-memory processes," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 168-190, 06.
  6. Marmol, Francesc & Velasco, Carlos, 2002. "Trend stationarity versus long-range dependence in time series analysis," Journal of Econometrics, Elsevier, vol. 108(1), pages 25-42, May.
  7. Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M., 2002. "Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 18(03), pages 646-672, June.
  8. Miguel Arranz & Francesc Marmol, 2001. "Out-of-sample forecast errors in misspecific perturbed long memory processes," Statistical Papers, Springer, vol. 42(4), pages 423-436, October.
  9. Marmol, Francesc & Reboredo, Juan C, 1999. " New Observational Equivalence and Fractionally Integrated Processes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 283-90, May.
  10. Marmol, Francesc, 1998. "Spurious regression theory with nonstationary fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 84(2), pages 233-250, June.
  11. Dolado, Juan J. & Marmol, Francesc, 1997. "On the properties of the Dickey-Pantula test against fractional alternatives," Economics Letters, Elsevier, vol. 57(1), pages 11-16, November.
  12. Marmol, Francesc, 1996. "Correlation theory of spuriously related higher order integrated processes," Economics Letters, Elsevier, vol. 50(2), pages 169-173, February.
  13. Marmol, Francesc, 1996. "Nonsense Regressions between Integrated Processes of Different Orders," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 525-36, August.
  14. Marmol, Francesc, 1995. "The Stationarity Conditions for an AR(2) Process and Schur's Theorem," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1180-1182, October.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 1999-07-12. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 1999-07-12. Author is listed

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