The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Velasco Gomez, Carlos cavelas@est-econ.uc3m.es

Economía / Universidad Carlos III de Madrid

Publications

Open Access

Single step estimation of ARMA roots for nonfundamental nonstationary fractional models

  • Lobato, Ignacio N.
  • Velasco Gomez, Carlos

Econometrics Journal (p. 455-476) - 5/2022

https://doi.org/10.1093/ectj/utac001 View at source

  • EISSN 1368-423X
  • ISSN 1368-4221

Identification and estimation of structural VARMA models using higher order dynamics

  • Velasco Gomez, Carlos

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (p. 1-14) - 5/2022

10.1080/07350015.2022.2075000 View at source

  • EISSN 1537-2707
  • ISSN 0735-0015
Open Access

Estimation of time series models using residuals dependence measures

  • Velasco Gomez, Carlos

ANNALS OF STATISTICS (p. 3039-3063) - 10/2022

https://doi.org/10.1214/22-aos2220 View at source

  • EISSN 0003-4851
  • ISSN 0090-5364
Open Access

LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series

  • Dolado Lobregad, Juan Jose
  • Rachinger, H.
  • Velasco Gomez, Carlos

Journal of Business and Economic Statistics (p. 1-22) - 1/2021

10.1080/07350015.2020.1855184 View at source

  • EISSN 1537-2707
  • ISSN 0735-0015
Open Access

Estimation for Dynamic Panel Data with Individual Effects

  • Robinson, Peter Michael
  • Velasco Gomez, Carlos

ECONOMETRIC THEORY (p. 185-222) - 3/2020

https://doi.org/10.1017/s0266466619000069 View at source

  • EISSN 1469-4360
  • ISSN 0266-4666
Open Access

Recursive lower and dual upper bounds for Bermudan-style options

  • Ibañez, Alfredo
  • Velasco Gomez, Carlos

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 730-740) - 1/2020

https://doi.org/10.1016/j.ejor.2019.07.031 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217
Open Access

Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects

  • Velasco Gomez, Carlos
  • Ergemen, Yunus Emre

JOURNAL OF TIME SERIES ANALYSIS (p. 573-589) - 7/2019

https://doi.org/10.1111/jtsa.12436 View at source

  • EISSN 1467-9892
  • ISSN 0143-9782
Open Access

Frequency Domain Minimum Distance Inference For Possibly Noninvertible And Noncausal Arma Models.

  • Velasco Gomez, Carlos
  • Lobato Garcia-mijan, Ignacio Norberto

ANNALS OF STATISTICS (p. 555-579) - 4/2018

10.1214/17-aos1560 View at source

  • EISSN 0003-4851
  • ISSN 0090-5364
Open Access

The optimal method for pricing Bermudan options by simulation

  • Velasco Gomez, Carlos
  • Ibañez, Alfredo

MATHEMATICAL FINANCE (p. 1-38) - 10/2018

https://doi.org/10.1111/mafi.12158 View at source

  • EISSN 1467-9965
  • ISSN 0960-1627
Open Access

Efficiency improvements for minimum distance estimation of causal and invertible ARMA models

  • Lobato Garcia-mijan, Ignacio Norberto
  • Velasco Gomez, Carlos

ECONOMICS LETTERS (p. 150-152) - 1/2018

https://doi.org/10.1016/j.econlet.2017.11.013 View at source

  • EISSN 1873-7374
  • ISSN 0165-1765

This researcher has no books.

Model adequacy checks for discrete choice dynamic models. In: Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr.

  • Velasco Gomez, Carlos
  • Kheifets, Igor

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr. (p. 363-382) - 8/2012

Editor: SPRINGER

https://doi.org/10.1007/978-1-4614-1653-1 View at source

  • ISBN 978-1-4614-1652-4
Open Access

Identification of possibly nonfundamental Structural VARMA models using higher order moments

  • Velasco Gomez, Carlos

30th (EC)^2 Conference on Identification in Macroeconomics (p. 1-58) - 2019

New goodness‐of‐fit diagnostics for conditional discrete response models

  • Kheifets, Igor
  • Velasco Gomez, Carlos

VIIt Workshop in Time Series Econometrics<br/> - 2017

New goodness-of-fit diagnostics for conditional discrete response models: count variables

  • Kheifets, Igor
  • Velasco Gomez, Carlos

2016 Asian Meeting of the Econometric Society - 2016

Open Access

Inference on trending panel data

  • Robinson, Peter M.
  • Velasco Gomez, Carlos

31th Annual Congress of the European Economic Association (EEA)- 69th European Meeting of the Econometric Society (ESEM) (p. 282-304) - 10/2016

https://doi.org/10.1016/j.jeconom.2018.06.003 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076

Bias-free estimation of fractional integrated panel data models

  • Velasco Gomez, Carlos

9th International Conference of Computational and Financial Econometrics (CFE 2015) - 2015

Variance ratio tests for panels with cross section dependence

  • Velasco Gomez, Carlos

30th Annual Congress of the European Economic Association - 2015

Frequency domain minimum distance estimation of possibly noninvertible and noncausal ARMA models

  • Velasco Gomez, Carlos
  • Lobato, Ignacio

The Econometric Society. 2015 World Congress - 2015

Frequency domain minimum distance estimation of possibly noninvertible and noncausal ARMA models

  • Velasco Gomez, Carlos
  • Lobato Garcia-mijan, Ignacio Norberto

2015 NBER-NSF Time Series Conference - 2015

Identification and Estimation of General ARMA models

  • Velasco Gomez, Carlos
  • Lobato Garcia-mijan, Ignacio Norberto

VIt Workshop in Time Series Econometrics - 2014

Consistent and Efficient Estimation of Linear Time Series Models

  • Velasco Gomez, Carlos
  • Lobato Garcia-mijan, Ignacio Norberto

Séminaires d'Econométrie de la Finance.<br/>CREST (Centre de Recherche en Èconomie et Statistique) - 2013

Do foreing excess return regressions convey valid information?

  • Moon, Seongman
  • Velasco Gomez, Carlos

2011

Editor: Sogang University. Research Institute for Market Economy

A Distribution-Free Transform of the Residuals Sample Autocorrelations with Application to Model Checking

  • Delgado Gonzalez, Miguel Angel
  • Velasco Gomez, Carlos

2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

A New Class of Distribution-Free Tests for Time Series Models Specification

  • Delgado Gonzalez, Miguel Angel
  • Velasco Gomez, Carlos

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

Cátedra Santander de Estudios en Economía

  • Velasco Gomez, Carlos
  • Moreno Ruiz, Diego
  • Marhuenda Hurtado, Francisco
  • Ferreira Garcia, Jose Luis
  • Delgado Gomez, Luis Miguel
  • Carrasco Perea, Raquel
  • Hernando Veciana, Angel
  • Rincon Zapatero, Juan Pablo
... View more Collapse

Period: 01-01-2019 - 31-12-2023

Type of funding: National

Funding entity: BANCO SANTANDER, SA

S2015/HUM-3444 - Madrid Economics. MADECO-CM

  • Velasco Gomez, Carlos
  • Moreno Ruiz, Diego
  • Gonzalo Muñoz, Jesus
  • Rincon Zapatero, Juan Pablo
  • Escribano Saez, Alvaro
  • Diaz Rodriguez, Antonia
  • Romero Medina, Antonio
  • Alonso Borrego, Cesar
  • Ortuño Ortin, Ignacio Isidro
  • Ruiz-castillo Ucelay, Javier
  • Desmet, Klaus
  • Corchon Diaz, Luis Carlos
  • Delgado Gonzalez, Miguel Angel
  • Carrasco Perea, Raquel
  • Fabra Portela, Natalia
  • Jerez Garcia-vaquero, Maria Belen
  • Caceres Delpiano, Julio
  • Carro Prieto, Jesus Maria
  • Hernando Veciana, Angel
  • Clots Figueras, Irma
  • Fuster Perez, Maria Luisa
  • Wagner, Ulrich J
  • Kredler, Matthias
  • Batista Maia Gomes, Pedro
  • Basco Mascaro, Sergi
  • Seoane Bernadaz, Hernan Daniel
  • Loeper, Antoine
  • Fernandez Huertas Moraga, Jesus
  • Erosa Etchebehere, Andres
  • Name Correa, Alvaro Jose
  • Wellschmied, Felix Maximilian
  • Denter, Philipp Georg
  • Smagghue, Gabriel David
  • Stuhler, Jan Leonard
  • Yurdagul, Emircan
  • Dumav, Martin
  • Ginzburg, Boris
  • Minale, Luigi
  • Fuchs Schuarzberg, William Martin
  • Kuvalekar, Aditya Vijay
  • Aragon, Nicolas
  • Robles Jimenez, Francisco Javier
... View more Collapse

Period: 01-01-2016 - 30-06-2019

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

ECO2012-31748 - Modelos econométricos dinámicos: persistencia y especificación

  • Velasco Gomez, Carlos

Period: 01-01-2013 - 30-06-2015

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

S2007/HUM-0444 - EXCELECOM-CM: INVESTIGACIÓN ECONÓMICA DE EXCELENCIA EN MADRID: Econometría y economía aplicada

  • Delgado Gonzalez, Miguel Angel
  • Escribano Saez, Alvaro
  • San Juan Mesonada, Carlos
  • Velasco Gomez, Carlos
  • Alonso Borrego, Cesar
  • Gonzalo Muñoz, Jesus
  • Cardoso-marta Pinto-machado, Matilde
  • Carrasco Perea, Raquel
  • Mora Villarrubia, Ricardo
  • Albarran Perez, Pedro
  • Caceres Delpiano, Julio
  • Carro Prieto, Jesus Maria
  • Bottino, Eleonora
  • Gomes, Joseph Flavian
  • Kirkby, Robert Dieter
  • Risi, Francesco
... View more Collapse

Period: 01-01-2008 - 30-06-2012

Type of funding: Regional

Funding entity: Dirección General de Universidades de la Comunidad de Madrid (DGUCM)

SEJ2007-62908 - Contrastes de Especificación de Modelos Econométricos.

  • Delgado Gonzalez, Miguel Angel
  • Ibañez Rodriguez, Alfredo
  • Velasco Gomez, Carlos
  • Escanciano Reyero, Juan Carlos
  • Dominguez Toribio, Manuel Angel
  • Robinson, Peter Michael
  • Lobato García-miján ., Ignacio
  • Hidalgo Moreno, Francisco Javier
  • Lasak ., Katarzyna Aleksandra
  • Wagner, Ulrich J
  • Kredler, Matthias
  • Kheifets, Igor
  • Rachinger, Heiko
  • Wang, Xuexin
  • Mukhopadhyay, Abhiroop
  • Risi, Francesco
... View more Collapse

Period: 01-10-2007 - 31-12-2012

Type of funding: National

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA SEC. DE ESTADO DE UNIVERSIDADES E INVEST.

EA2007-0207 - ASISTENCIA A CLASE Y RENDIMIENTO ACADÉMICO EN ESTUDIANTES DE ECONOMÍA

  • Velasco Gomez, Carlos
  • Andrietti, Vincenzo

Period: 30-05-2007 - 30-04-2008

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA SEC. DE ESTADO DE UNIVERSIDADES E INVEST.

CSD2006-16 - Nuevos enfoques en investigación económica (neinvecon)

  • Tribo Gine, Jose Antonio
  • Carmona Pidal, Juan Antonio
  • Dolado Lobregad, Juan Jose
  • Ibañez Rodriguez, Alfredo
  • Fosfuri, Andrea
  • Diaz Rodriguez, Antonia
  • Tena Junguito, Antonio
  • Romero Medina, Antonio
  • Velasco Gomez, Carlos
  • Alvarez Nogal, Carlos
  • Alonso Borrego, Cesar
  • Cardone Riportella, Clara Laura
  • Camino Blasco, David
  • Moreno Ruiz, Diego
  • Martinez Ros, Ester
  • Rivera Camino, Jaime Eduardo
  • Simpson Stone, James Patrick
  • Ruiz-castillo Ucelay, Javier
  • Diaz Gimenez, Javier
  • Gonzalo Muñoz, Jesus
  • Jaumandreu Balanzo, Jorge
  • Gil Bazo, Jose Javier
  • Ferreira Garcia, Jose Luis
  • Vidal Sanz, Jose Manuel
  • Roses Vendoiro, Juan Ramon
  • Desmet, Klaus
  • Prados De La Escosura, Leandro
  • Corchon Diaz, Luis Carlos
  • Frutos Casado, Maria Angeles De
  • Jansen, Marcel
  • Celentani, Marco
  • Samartin Saenz, Margarita
  • Sanz Villarroya, Maria Isabel
  • Macias Dorissa, Marta Pilar
  • Cardoso-marta Pinto-machado, Matilde
  • Esteban Bravo, Mercedes
  • Boldrin, Michele
  • Delgado Gonzalez, Miguel Angel
  • Tapia Torres, Miguel Angel
  • Alvarez Gil, Maria Josefa
  • Lado Couste, Nora Rita
  • Kujal, Praveen
  • Carrasco Perea, Raquel
  • Mora Villarrubia, Ricardo
  • Brusco, Sandro
  • Houpt, Stefan Oliver
  • Sperlich, Stefan
  • Battilossi, Stefano
  • Perez Fructuoso, Maria Jose
  • Ruiz Verdu, Pablo
  • Gago Rodriguez, Susana
  • Iannantuoni, Giovanna
  • Sinopoli, Francesco De
  • Fabra Portela, Natalia
  • Jerez Garcia-vaquero, Maria Belen
  • Albarran Perez, Pedro
  • Surroca Aguilar, Jorge
  • Meza Goiz, Felipe
  • Milliou, Chrysovalantou
  • Giarratana, Marco
  • Moreno Muñoz, Jesus David
  • Ponce, Carlos Alberto Jose
  • Flores Zendejas, Juan Huitzilihuitl
  • Carro Prieto, Jesus Maria
  • Giolito, Eugenio Pedro
  • Hernando Veciana, Angel
  • Luzzi, Alessandra
  • Melero Martin, Eduardo
  • Möller, Marc
  • Palomeras Vilches, Neus
  • Rincon Zapatero, Juan Pablo
  • Smeets, Valerie
  • Nicolini Alessi, Esteban Alberto
  • Cabrales Goitia, Antonio
  • Warzynski, Frederic
  • Ferraris, Leo
  • Moon, Seongman
  • Watanabe Watanabe, Makoto
  • Sanchez Alonso, Blanca
  • Kuehn, Zoe
  • Trombetta, Marco
... View more Collapse

Period: 15-09-2006 - 31-12-2019

Type of funding: National

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION

SEJ2006-26811-E - Congreso homenaje al profesor Francesc Marmol: "Long memory for Francesc Marmol"

  • Dolado Lobregad, Juan Jose
  • Velasco Gomez, Carlos
  • Gonzalo Muñoz, Jesus

Period: 01-05-2006 - 30-04-2007

Type of funding: Internal

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION

Specification tests for financial dynamic models

  • Kheifets, Igor
  • Velasco Gomez, Carlos

Reading date: 14-02-2012

Panel data models with long-range dependance

  • Ergemen, Yunus Emre
  • Velasco Gomez, Carlos

Reading date: 02-06-2015

Reading institution: CAMPUS DE GETAFE

Three essays on specification testing

  • Velasco Gomez, Carlos
  • Wang, Xuexin

Reading date: 23-07-2012

Essays on the Identification of Linear Rational Expectations Models

  • Hamidisahneh, Mehdi
  • Velasco Gomez, Carlos

Reading date: 17-07-2017

Deterministics, Initial Conditions and Breaks in Long Memory Time Series

  • Rachinger, Heiko
  • Velasco Gomez, Carlos

Reading date: 06-07-2012

Essays<br/> on mixed-frequency and casuality analysis in the frequency domain

  • Guollo Taufemback, Cleiton
  • Velasco Gomez, Carlos

Reading date: 14-09-2018

Specification and casuality of distribution models

  • Troster, Victor Emilio
  • Velasco Gomez, Carlos
  • Taamouti, Abderrahim

Reading date: 07-07-2015

Reading institution: CAMPUS DE GETAFE

Essays on Noncausal and Noninvertible Time Series

  • Jin, Weifeng
  • Velasco Gomez, Carlos

Reading date: 27-04-2023

Essays on Identification of Structural VARMA models

  • Cabello Perez, Miguel Angel
  • Velasco Gomez, Carlos

Reading date: 23-06-2023

This researcher has no patents or software licenses.

Last data update: 11/26/24 7:25 PM