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1
The xpected time to cross a threshold and its determinants : A simple and flexible framework
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666214
Saved in:
2
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:
3
Measuring wage inequality under right censoring
Nicolau, João
;
Raposo, Pedro
;
Rodrigues, Paulo M. M.
- In:
Economic inquiry
61
(
2023
)
2
,
pp. 377-401
Persistent link: https://www.econbiz.de/10014308580
Saved in:
4
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:
5
Structural changes in the duration of bull markets and business cycle dynamics
Cruz, João
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
Asia Pacific financial markets
28
(
2021
)
3
,
pp. 333-352
Persistent link: https://www.econbiz.de/10012599789
Saved in:
6
The behaviour of seasonal unit root tests under neglected local drifts
Rodrigues, Paulo M. M.
- In:
Portuguese economic journal
1
(
2002
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10001697930
Saved in:
7
On LM type tests for seasonal unit roots in quarterly data
Rodrigues, Paulo M. M.
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 176-195
Persistent link: https://www.econbiz.de/10001683702
Saved in:
8
Temporal Aggregation of Seasonally Near-Integrated Processes
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Journal of Time Series Analysis
(
2019
)
Persistent link: https://www.econbiz.de/10012094977
Saved in:
9
Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model
Rodrigues, Paulo M. M.
;
Taylor, Robert
-
2003
Persistent link: https://www.econbiz.de/10001772443
Saved in:
10
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Saved in:
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