The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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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.
Velasco Gomez, Carlos cavelas@est-econ.uc3m.es
Publications
- Articles 29
- Books 0
- Book chapters 1
- Conferences 14
- Working papers 3
- Technical reports 0
- Research projects 8
- Supervised theses 7
- Patent or software license 0
Comments on: A Review on Empirical Likelihood Methods for Regression
- Velasco Gomez, Carlos
TEST (p. 455-457) - 11/2009
https://doi.org/10.1007/s11749-009-0162-x View at source
- EISSN 1863-8260
- ISSN 1133-0686
Comments on: Model-free model-fitting and predictive distributions
- Velasco Gomez, Carlos
TEST (p. 237-239) - 6/2013
https://doi.org/10.1007/s11749-013-0320-z View at source
- EISSN 1863-8260
- ISSN 1133-0686
Comments on: Subsampling weakly dependent time series and application to extremes
- Velasco Gomez, Carlos
TEST (p. 480-482) - 11/2011
- EISSN 1863-8260
- ISSN 1133-0686
Do foreign exchange return regressions convey useful information on return predictability?
- Moon, Seongman
- Velasco Gomez, Carlos
Revista de Economia Aplicada (Revista de Economia Aplicada) (p. 5-19) - 4/2017
- ISSN 1133-455X
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
- ISSN 0960-1627
On the properties of regression tests of stock return predictability using dividend-price ratios
- Moon, Seongman
- Velasco Gomez, Carlos
Journal of Financial Econometrics (p. 151-173) - 3/2013
https://doi.org/10.1093/jjfinec/nbt011 View at source
- EISSN 1479-8417
- ISSN 1479-8409
New goodness-of-fit diagnostics for conditional discrete response models
- Kheifets, Igor
- Velasco Gomez, Carlos
Journal of Econometrics (p. 135-149) - 9/2017
https://doi.org/10.1016/j.jeconom.2017.05.017 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Specification Tests of Parametric Dynamic Conditional Quantiles
- Escanciano Reyero, Juan Carlos
- Velasco Gomez, Carlos
Journal of Econometrics (p. 209-221) - 11/2010
https://doi.org/10.1016/j.jeconom.2010.06.003 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Distribution-Free Tests for Time Series Models Specification
- Delgado Gonzalez, Miguel Angel
- Velasco Gomez, Carlos
Journal of Econometrics (p. 128-137) - 4/2010
https://doi.org/10.1016/j.jeconom.2009.09.022 View at source
- EISSN 1872-6895
- ISSN 0304-4076
A Wald Test for the Cointegrating Rank in Nonstationary Fractional Systems
- Avarucci, Marco
- Velasco Gomez, Carlos
Journal of Econometrics (p. 178-189) - 8/2009
https://doi.org/10.1016/j.jeconom.2009.03.007 View at source
- EISSN 1872-6895
- ISSN 0304-4076
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
Identification and Estimation of General ARMA models
- Velasco Gomez, Carlos
- Lobato Garcia-mijan, Ignacio Norberto
VIt Workshop in Time Series Econometrics - 2014
New goodness‐of‐fit diagnostics for conditional discrete response models
- Kheifets, Igor
- Velasco Gomez, Carlos
VIIt Workshop in Time Series Econometrics<br/> - 2017
Frequency domain minimum distance estimation of possibly noninvertible and noncausal ARMA models
- Velasco Gomez, Carlos
- Lobato, Ignacio
The Econometric Society. 2015 World Congress - 2015
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
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
- Ergemen, Yunus Emre
- Velasco Gomez, Carlos
SYMPOSIUM ON LONG MEMORY 2013ç<br/>CREATES (Center for Research in Econometric Analysis on Time Series)<br/>AARHUS UNIVERSITY (p. 248-258) - 2/2013
https://doi.org/10.1016/j.jeconom.2016.05.020 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Revisiting the Tests of the Unbiased Hypothesis of Forward Exchange Rates
- Moon, Seongman
- Velasco Gomez, Carlos
NBER-NSF Time Series Conference 2008 - 2008
A Wald Test for the Cointegration Rank in Nonstationary Fractional Cointegration
- Avarucci, Marco
- Velasco Gomez, Carlos
Econometric Society European Meeting 2008 - 2008
Bias-free estimation of fractional integrated panel data models
- Velasco Gomez, Carlos
9th International Conference of Computational and Financial Econometrics (CFE 2015) - 2015
Joint Portmanteau Test for Conditional Mean and Variance Time Series Models
- Velasco Gomez, Carlos
- Xuexin, Wang
3rd Humboldt–Copenhagen Conference on Financial Econometrics<br/>14 - 16 March 2013, Berlin, Germany (p. 39-60) - 1/2013
https://doi.org/10.1111/jtsa.12091 View at source
- EISSN 1467-9892
- ISSN 0143-9782
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
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
Do foreing excess return regressions convey valid information?
- Moon, Seongman
- Velasco Gomez, Carlos
2011
Editor: Sogang University. Research Institute for Market Economy
This researcher has no technical reports.
S2015/HUM-3444 - Madrid Economics. MADECO-CM
- Crespo Fernandez, Juan Alfonso (Investigador principal (IP))
Period: 01-01-2016 - 30-06-2019
Type of funding: Regional
Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION
- iMarina
- UC3M
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
Period: 01-01-2019 - 31-12-2023
Type of funding: National
Funding entity: BANCO SANTANDER, SA
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
Period: 15-09-2006 - 31-12-2019
Type of funding: National
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
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
Period: 01-01-2008 - 30-06-2012
Type of funding: Regional
Funding entity: Dirección General de Universidades de la Comunidad de Madrid (DGUCM)
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.
ECO2012-31748 - Modelos econométricos dinámicos: persistencia y especificación
- Velasco Gomez, Carlos
- Dolado Lobregad, Juan Jose
Period: 01-01-2013 - 30-06-2015
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
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
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.
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
This researcher has no patents or software licenses.
Research groups
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