Carlos Velasco

Ph.D., London School of Economics


Econometric Techniques

Research Interests

  • Economic Time Series Analysis
  • Dynamic Models Specification
  • Predictability and Causality

Current Research

  • Consistent and Efficient Estimation of Linear Time Series Models, joint with I.N. Lobato.
  • Specification tests for dynamic discrete models, joint with I. Kheifets.
  • Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence, joint with Y.E. Ergemen.
  • Variance-Ratio tests for Panels with Cross-Section Dependence, joint with S. Moon.

Contact Information

+34 916249646 office
office 15.1.07

Curriculum Vitae
Personal Webpage

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