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

Salish, Nazarii nsalish@eco.uc3m.es

Economía / Universidad Carlos III de Madrid

Publications

Open Access

(Structural) VAR models with ignored changes in mean and volatility

  • Demetrescu, Matei
  • Salish, Nazarii

INTERNATIONAL JOURNAL OF FORECASTING (p. 840-854) - 4/2024

https://doi.org/10.1016/j.ijforecast.2023.06.002 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070
Open Access

Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration

  • Demetrescu, Matei
  • Kusin, Vladimir
  • Salish, Nazarii

ECONOMIC MODELLING - 3/2022

https://doi.org/10.1016/j.econmod.2021.105694 View at source

  • EISSN 1873-6122
  • ISSN 0264-9993

Estimation of heterogeneous panels with systematic slope variations

  • Breitung, Jorg
  • Salish, Nazarii

Journal of Econometrics (p. 399-415) - 2/2021

https://doi.org/10.1016/j.jeconom.2020.04.007 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076

A moment-based notion of time dependence for functional time series

  • Salish, Nazarii
  • Gleim, Alexander

Journal of Econometrics - 1/2019

10.1016/j.jeconom.2019.03.007 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076

Lagrange multiplier type tests for slope homogeneity in panel data models

  • Breitung, Joerg
  • Roling, Christoph
  • Salish, Nazarii

Econometrics Journal (p. 166-202) - 6/2016

https://doi.org/10.1111/ectj.12070 View at source

  • EISSN 1368-423X
  • ISSN 1368-4221
Open Access

Modeling and forecasting interval time series with threshold models

  • Rodrigues, Paulo M.m.
  • Salish, Nazarii

Advances in Data Analysis and Classification - 1/2015

https://doi.org/10.1007/s11634-014-0170-x View at source

  • EISSN 1862-5355
  • ISSN 1862-5347

This researcher has no books.

This researcher has no book chapters.

This researcher has no conferences.

Open Access

(Structural) VAR Models with Ignored Changes in Mean and Volatility

  • Demetrescu, Matei
  • Salish, Nazarii

2020

https://doi.org/10.2139/ssrn.3544676 View at source

Open Access

A dynamic functional factor model for yield curves: identification, estimation and prediction

  • Salish, Nazarii
  • Otto, Sven

2019

Editor: Universidad de Colonia

Open Access

On testing Sshock induced asymmetries in time series

  • Nebeling, Thomas
  • Salish, Nazarii

2017

http://doi.org/10.2139/ssrn.2672999 View at source

This researcher has no technical reports.

RYC2023-044391-I - Financiación adicional del investigador Nazarii Salish dentro del programa RYC 2023

  • Salish, Nazarii

Period: 01-09-2025 - 31-08-2030

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

High-Dimensional Data Methods for Modeling Climate Impact on the Economy

  • Salish, Nazarii
  • Escanciano Reyero, Juan Carlos
  • Rodrigues Maduro Junior, Paulo Rogerio
  • Salish, Mirjam Sarah

Period: 16-12-2024 - 16-12-2026

Type of funding: Internal

Funding entity: UNIVERSIDAD CARLOS III DE MADRID

IJC2019-041742-I - Ayuda adicional Nazarii Salish dentro del programa Juan de la Cierva Incorporación 2019

  • Minale, Luigi

Period: 01-12-2020 - 30-11-2023

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

This researcher has no supervised thesis.

This researcher has no patents or software licenses.

Last data update: 11/10/25 3:32 PM