| Five alternative methods of estimating long-run equilibrium relationships J Gonzalo Journal of econometrics 60 (1-2), 203-233, 1994 | 1803 | 1994 |
| Estimation of common long-memory components in cointegrated systems J Gonzalo, C Granger Journal of Business & Economic Statistics 13 (1), 27-35, 1995 | 1781 | 1995 |
| Pitfalls in testing for long run relationships J Gonzalo, TH Lee Journal of Econometrics 86 (1), 129-154, 1998 | 287 | 1998 |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks J Gonzalo, S Ng Journal of Economic dynamics and Control 25 (10), 1527-1546, 2001 | 260 | 2001 |
| Estimation and model selection based inference in single and multiple threshold models J Gonzalo, JY Pitarakis Journal of Econometrics 110 (2), 319-352, 2002 | 258 | 2002 |
| Modelling and measuring price discovery in commodity markets I Figuerola-Ferretti, J Gonzalo Journal of Econometrics 158 (1), 95-107, 2010 | 252 | 2010 |
| A fractional Dickey–Fuller test for unit roots JJ Dolado, J Gonzalo, L Mayoral Econometrica 70 (5), 1963-2006, 2002 | 192 | 2002 |
| Threshold effects in cointegrating relationships J Gonzalo, JY Pitarakis Oxford Bulletin of Economics and Statistics 68, 813-833, 2006 | 122 | 2006 |
| Detecting big structural breaks in large factor models L Chen, JJ Dolado, J Gonzalo Journal of Econometrics 180 (1), 30-48, 2014 | 121 | 2014 |
| Subsampling inference in threshold autoregressive models J Gonzalo, M Wolf Journal of Econometrics 127 (2), 201-224, 2005 | 104 | 2005 |
| Testing for multicointegration T Engsted, J Gonzalo, N Haldrup Economics Letters 56 (3), 259-266, 1997 | 104 | 1997 |
| Specification via model selection in vector error correction models J Gonzalo, JY Pitarakis Economics Letters 60 (3), 321-328, 1998 | 87 | 1998 |
| Dimensionality effect in cointegration tests J Gonzalo, J Pitarakis Oxford University Press, 1999 | 86 | 1999 |
| Lag length estimation in large dimensional systems J Gonzalo, JY Pitarakis Journal of Time Series Analysis 23 (4), 401-423, 2002 | 85 | 2002 |
| Cointegration JJ Dolado, J Gonzalo, F Marmol A companion to theoretical econometrics, 634-654, 2003 | 81 | 2003 |
| Quantile factor models L Chen, JJ Dolado, J Gonzalo Econometrica 89 (2), 875-910, 2021 | 71 | 2021 |
| Contact geometry and complex surfaces H Geiges, J Gonzalo Inventiones mathematicae 121, 147-209, 1995 | 67 | 1995 |
| Contagion versus flight to quality in financial markets J Gonzalo, J Olmo | 63 | 2005 |
| Icidencia de la violencia y victimización escolar en estudiantes de Educación Secundaria Obligatoria en la región de Murcia EP Ruiz, JJA Gonzalo, JJL Espín, AMT Cantero Revista de Investigación Educativa 32 (1), 223-241, 2014 | 61 | 2014 |
| Which extreme values are really extreme? J Gonzalo, J Olmo Journal of Financial Econometrics 2 (3), 349-369, 2004 | 61 | 2004 |
Jean-Yves PitarakisProfessor of Economics, University of SouthamptonVerified email at soton.ac.uk
