Research
Publications
Inference of Seasonal Long-Memory Time Series with Measurement Errors (with Henghsiu Tsai and Edward Lin), Scandinavian Journal of Statistics, 2015
Determinants of FDI Inflows: The Case of Russian Regions (with O. S. Mariev, I. M. Drapkin, and K. V. Chukavina), Economy of Region, 2016
Inference of Bivariate Long-memory Aggregate Time Series (with Henghsiu Tsai and Kung-sik Chan), Statistica Sinica, 2018
A kinked Meta-Regression model for publication bias correction (with Pedro R.D. Bom), Research Synthesis Methods, 2019. Stata code for estimation
Approximate Maximum Likelihood Estimation of a Threshold Diffusion Process (with Ting-Hung Yu and Henghsiu Tsai), Computational Statistics and Data Analysis, 2020
A Generalized-Weights Solution to Sample Overlap in Meta-Analysis (with Pedro R.D. Bom), Research Synthesis Methods, 2020
Testing the validity of the tourism-led growth hypothesis under long-range dependence (with Jorge V. Pérez-Rodriguez and María Santana-Gallego), Current Issues in Tourism, forthcoming
Aggregation of Seasonal Long memory models (with Tomás del Barrio), Econometrics and Statistics, 2021
Extent and Potential Determinants of Resource Misallocation: A Cross-section Study for Developing Countries: A Cross‐section Study for Developing Countries (with Román Fossati and Matheus Stivali), The World Economy, 2021
Does tourism promote economic growth? A fractional cointegration analysis (with Jorge V. Pérez-Rodriguez and María Santana-Gallego), Tourism Economics, 2021
LM tests for joint Breaks in the Memory and Level of a Time Series (with Juan J. Dolado and Carlos Velasco), Journal of Business & Economic Statistics, 2021 (link to previous WP and Supplemental Appendix)
Long-range dependence and the forward volatility unbiasedness hypothesis in exchange rates (with Jorge Pérez-Rodríguez and Julián Andrada-Félix), The North American Journal of Economics and Finance, 2021
Minimum wage effects on job attachment: A gender perspective (with Eva García Morán and Ming-Jin Jiang), The Journal of Economics and Statistics, forthcoming
Testing for threshold diffusion (with Edward M.H. Lin and Henghsiu Tsai), Computational Statistics, forthcoming
Working Papers
Spurious Precision in Meta-Analysis (with Zuzana Irsova, Pedro R. D. Bom and Tomas Havranek), submitted
Is the peer-to-peer demand cointegrated at the listing level? (with Jorge V. Pérez-Rodríguez, and Rafael Suárez-Vega), resubmitted
Total Factor Productivity: Exploring firms’ dynamics and heterogeneity (with Román Fossati), reject and resubmit
Revisiting the export led-growth hypothesis. A fractionally integrated heterogeneous panel data framework (with Jorge V. Pérez-Rodríguez and María Santana-Gallego), submitted
Multiple Breaks in Long Memory Time Series (Supplemental Appendix)
Linear Trends, Fractional Trends and Initial Conditions
Optimal Contracting and Banks' Role in the Venture Capital Market (with Ming-Jin Jiang)