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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Rodrigues, Paulo M. M."
~subject:"Capital income"
~subject:"Exchange rate"
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Zeitreihenanalyse
Capital income
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Estimation theory
7
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4
Regression analysis
4
Regressionsanalyse
4
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1999-2016
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Rodrigues, Paulo M. M.
Gao, Jiti
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Taylor, Robert
9
Demetrescu, Matei
8
Zhu, Ke
8
Kapetanios, George
7
Koopman, Siem Jan
7
Kumar, Dilip
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Li, Degui
7
Li, Yingying
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Lütkepohl, Helmut
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Marcellino, Massimiliano
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Teräsvirta, Timo
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Wang, Shouyang
7
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6
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6
Kim, Donggyu
6
Lucas, André
6
Maheswaran, S.
6
Nielsen, Morten Ørregaard
6
Shang, Han Lin
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Todorov, Viktor
6
Tu, Yundong
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
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Omay, Tolga
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Peng, Bin
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Sucarrat, Genaro
5
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Xiao, Zhijie
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5
Agiakloglou, Christos N.
4
Bauwens, Luc
4
Bollerslev, Tim
4
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Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economics and statistics
1
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ECONIS (ZBW)
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
A new regression-based tail index estimator
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
The review of economics and statistics
101
(
2019
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10012116628
Saved in:
6
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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