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Instituto Nacional de Estadística (INE) Madrid, Spain
Government of Spain
: 91 583 91 00
Po. Castellana, 183 -28071- Madrid
RePEc:edi:stagves (more details at EDIRC)
Research outputJump to: Articles
- Arbués, Ignacio, 2013. "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, vol. 175(2), pages 61-70.
- Arbus, Ignacio, 2009. "Departure from normality of increasing-dimension martingales," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1304-1315, July.
- Ignacio Arbués, 2008. "An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 741-761, September.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Ignacio Arbués, 2008.
"An Extended Portmanteau Test for VARMA Models With Mixing Nonlinear Constraints,"
Journal of Time Series Analysis,
Wiley Blackwell, vol. 29(5), pages 741-761, September.
- Boubacar Mainassara, Yacouba, 2009. "Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper 18990, University Library of Munich, Germany.
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