Persones AQR

Carriķn i Silvestre , Josep Lluís -

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    Publicacions més rellevants:

    Bai, J.; Carrion-i-Silvestre, J. L. (2009). Structural changes, common stochastic trends, and unit roots in panel data. Review of Economic Studies, 76, 471-501.

    Bai, J.; Carrion-i-Silvestre, J. L. (2013). Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. Econometrics Journal, 16(2), 222-249.

    Banerjee, A.; Carrion-i-Silvestre, J. L. (2014). Cointegration in panel data with structural breaks and cross-section dependence. Journal of Applied Econometrics, forthcoming.

    Carrion-i-Silvestre, J. L. ; Kim, D.; Perron, P. (2009). GLS-based unit root tests with multiple structural breaks under both the null and alternative hypotheses. Econometric Theory, 25, 1754-1792.

    Línies d’investigació:

    Canvi estructural
    Anàlisi de cointegració
    Dades de panell
    Creixement regional