| Gaussian semiparametric estimation of non‐stationary time series C Velasco Journal of Time Series Analysis 20 (1), 87-127, 1999 | 463 | 1999 |
| Non-stationary log-periodogram regression C Velasco Journal of econometrics 91 (2), 325-371, 1999 | 412 | 1999 |
| Long memory in stock-market trading volume IN Lobato, C Velasco Journal of Business & Economic Statistics 18 (4), 410-427, 2000 | 284 | 2000 |
| Whittle pseudo-maximum likelihood estimation for nonstationary time series C Velasco, PM Robinson Journal of the American Statistical Association 95 (452), 1229-1243, 2000 | 262 | 2000 |
| Generalized spectral tests for the martingale difference hypothesis JC Escanciano, C Velasco Journal of Econometrics 134 (1), 151-185, 2006 | 230 | 2006 |
| Efficient Wald tests for fractional unit roots IN Lobato, C Velasco Econometrica 75 (2), 575-589, 2007 | 141 | 2007 |
| Non-Gaussian log-periodogram regression C Velasco Econometric Theory 16 (1), 44-79, 2000 | 133 | 2000 |
| A simple test of normality for time series IN Lobato, C Velasco Econometric Theory 20 (4), 671-689, 2004 | 120* | 2004 |
| Edgeworth expansions for spectral density estimates and studentized sample mean C Velasco, PM Robinson Econometric Theory 17 (3), 497-539, 2001 | 90 | 2001 |
| Lecture attendance, study time, and academic performance: A panel data study V Andrietti, C Velasco The Journal of Economic Education 46 (3), 239-259, 2015 | 82* | 2015 |
| Gaussian semi‐parametric estimation of fractional cointegration C Velasco Journal of time series analysis 24 (3), 345-378, 2003 | 82 | 2003 |
| Delayed overshooting: is it an’80s puzzle? SH Kim, S Moon, C Velasco Journal of Political Economy 125 (5), 1570-1598, 2017 | 77 | 2017 |
| Distribution free goodness-of-fit tests for linear processes MA Delgado, J Hidalgo, C Velasco | 74 | 2005 |
| Specification tests of parametric dynamic conditional quantiles JC Escanciano, C Velasco Journal of Econometrics 159 (1), 209-221, 2010 | 69 | 2010 |
| Residual log-periodogram inference for long-run relationships U Hassler, F Marmol, C Velasco Journal of Econometrics 130 (1), 165-207, 2006 | 59* | 2006 |
| Consistent testing of cointegrating relationships F Marmol, C Velasco Econometrica 72 (6), 1809-1844, 2004 | 58 | 2004 |
| Autocorrelation-robust inference PM Robinson, C Velasco Handbook of Statistics 15, 267-298, 1997 | 45 | 1997 |
| Estimation of fractionally integrated panels with fixed effects and cross-section dependence YE Ergemen, C Velasco Journal of Econometrics 196 (2), 248-258, 2017 | 43 | 2017 |
| Optimal fractional Dickey–fuller tests IN Lobato, C Velasco The Econometrics Journal 9 (3), 492-510, 2006 | 37* | 2006 |
| Testing the martingale difference hypothesis using integrated regression functions JC Escanciano, C Velasco Computational Statistics & Data Analysis 51 (4), 2278-2294, 2006 | 30 | 2006 |
Ignacio N LobatoInstituto Tecnológico Autónomo de MéxicoVerified email at itam.mx
