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On tests for double differencing : methods of demeaning and detrending and the role of initial values
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 1, pp. 95-115
Persistent link: https://www.econbiz.de/10001904794
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
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Testing for general fractional integration in the time domain
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Econometric theory 25 (2009) 6, pp. 1793-1828
Persistent link: https://www.econbiz.de/10003904445
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Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut; Rodrigues, Paulo M. M. - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 34 (2018) 2, pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
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Bias reduction in nonparametric diffusion coefficient estimation
Nicolau, João - In: Econometric theory 19 (2003) 5, pp. 754-777
Persistent link: https://www.econbiz.de/10001802808
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Stationary processes that look like random walks : the bounded random walk process in discrete and continuous time
Nicolau, João - In: Econometric theory 18 (2002) 1, pp. 99-118
Persistent link: https://www.econbiz.de/10001652620
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Nonparametric estimation of second-order stochastic differential equations
Nicolau, João - In: Econometric theory 23 (2007) 5, pp. 880-898
Persistent link: https://www.econbiz.de/10003549659