The following pages link to Paulo M. M. Rodrigues (Q289170):
Displaying 35 items.
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (Q946272) (← links)
- Testing for persistence change in fractionally integrated models: an application to world inflation rates (Q1623546) (← links)
- The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
- Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
- Testing for causality in variance under nonstationarity in variance (Q1934163) (← links)
- A note on the application of the DF test to seasonal data (Q1974085) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Structural changes in the duration of bull markets and business cycle dynamics (Q2166083) (← links)
- The expected time to cross a threshold and its determinants: a simple and flexible framework (Q2246687) (← links)
- Modeling and forecasting interval time series with threshold models (Q2418385) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- The persistence of wages (Q2693942) (← links)
- Near seasonal integration (Q2716436) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- A sequential approach to testing seasonal unit roots in high frequency data (Q3592011) (← links)
- TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN (Q3652627) (← links)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
- On LM type tests for seasonal unit roots in quarterly data (Q4551779) (← links)
- SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS (Q4637614) (← links)
- ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES (Q4814247) (← links)
- Seasonal Unit Root Tests Under Structural Breaks* (Q4828169) (← links)
- Performance of seasonal unit root tests for monthly data (Q4935534) (← links)
- Temporal Aggregation of Seasonally Near‐Integrated Processes (Q4973947) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
- THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS (Q4979498) (← links)
- Finite sample performance of frequency- and time-domain tests for seasonal fractional integration (Q5218872) (← links)
- Unit Root Tests and Heavy‐Tailed Innovations (Q5357988) (← links)
- ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL (Q5719156) (← links)
- Threshold Cointegration and the PPP Hypothesis (Q5756442) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
