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Publications

by members of

Government of Spain → Instituto Nacional de Estadística (INE)

→ National Institute of Statistics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2016

  1. Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-33.

Journal articles

2024

  1. Arbués, Ignacio & Matilla-García, Mariano, 2024, "Multibenchmark reality checks," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106848.

2019

  1. Arbués, Ignacio, 2019, "Central limit theorem for the entries of products of random matrices without the positivity condition," Statistics & Probability Letters, Elsevier, volume 145, issue C, pages 254-259, DOI: 10.1016/j.spl.2018.09.014.

2016

  1. Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-41, DOI: 10.5018/economics-ejournal.ja.2016-.

2013

  1. Arbués, Ignacio, 2013, "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 61-70, DOI: 10.1016/j.jeconom.2012.02.009.

2009

  1. Arbus, Ignacio, 2009, "Departure from normality of increasing-dimension martingales," Journal of Multivariate Analysis, Elsevier, volume 100, issue 6, pages 1304-1315, July.

2008

  1. Ignacio Arbués, 2008, "An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 5, pages 741-761, September, DOI: 10.1111/j.1467-9892.2008.00573.x.

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