Dynamic Conditional Score Models with Time-Varying Location, Scale and Shape Parameters
. Joint with Astrid Ayala and Szabolcs Blazsek, 2017.
Score-driven non linear multivariate dynamic location models
. Joint with Szabolcs Blazsek and Adrian Licht, 2017.
Nonlinear and asymmetric pricing behaviour in the Spanish gasolina market
. Joint with María Torrado, 2017.
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
. Joint with Genaro Sucarrat, 2016.
Missing Values: An Econometric Approach. Joint with J. Pena, 2015.
Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America
. Joint with J. L. Guasch and J. Pena, 2014.
The impact of health research on length of stay in Spanish public hospitals
. Joint with Antonio García-Romero and Josep A. Tribó, Elsevier B.V Research Policy
, V.46, N.3, (591-604), 2017.
Estimation of log-GARCH models in the presence of zero returns
. Joint with Genaro Sucarrat, The European Journal of Finance
Score-Driven Dynamic Patent Count Panel Data Models
. Joint with Szabolcs Blazsek, Economic Letters
, 149, 116-119 (2016).
Patent Propensity, R&D and Market Competition: Dynamic Spillovers of Innovation Leaders and Followers
. Joint with Szabolcs Blazsek, Journal of Econometrics
, 191, Issue 1, 145-163 (2016).
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models when the Conditional Density is Unknown
. Joint with Genaro Sucarrat and Steffen Grønneberg), Computational Statistics and Data Analysis
, 100 C, 582-594 (2016).