Alvaro Escribano

According to our database, Alvaro Escribano authored at least 3 papers between 2008 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2016

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown.

Genaro Sucarrat, Steffen Grønneberg, Alvaro Escribano

Comput. Stat. Data Anal., 2016

2009

Econometrics: Non-linear Cointegration.

Juan-Carlos Escanciano, Alvaro Escribano

Proceedings of the Encyclopedia of Complexity and Systems Science, 2009

2008

Testing for cointegration using induced-order statistics.

Alvaro Escribano, M. Teresa Santos-Martín, Ana E. Sipols

Comput. Stat., 2008