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The Effects of Additive Outlie...
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Rodrigues, Paulo M. M.
96
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On the small sample properties of Dickey Fuller and maximum likelihood unit root tests on discrete-sampled short-term interest rates
Rodrigues, Paulo M. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201140
Saved in:
2
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
Saved in:
3
The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
Saved in:
4
On the finite-sample biases in nonparametric testing for variance constancy
Rodrigues, Paulo M. M.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003436652
Saved in:
5
Testing for the general fractional unit root hypothesis in the time domain
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
-
2008
Persistent link: https://www.econbiz.de/10003827435
Saved in:
6
Testing for causality in variance under nonstationarity in variance
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Economics letters
97
(
2007
)
2
,
pp. 133-137
Persistent link: https://www.econbiz.de/10003575417
Saved in:
7
Persistence in the banking industry : fractional integration and breaks in memory
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of empirical finance
29
(
2014
),
pp. 95-112
Persistent link: https://www.econbiz.de/10011300502
Saved in:
8
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
Saved in:
9
Testing for weekly seasonal unit roots in daily electricity demand: evidence from deregulated markets
Rubia, Antonio
(
contributor
)
-
2001
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001610666
Saved in:
10
Near seasonal integration
Rodrigues, Paulo M. M.
- In:
Econometric theory
17
(
2001
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10001556069
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