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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/10007795263
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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/10008325209
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M.M.; Taylor, A.M.Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-74
Persistent link: https://www.econbiz.de/10006757762
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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/10007477015
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UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M.M.; Taylor, A.M.Robert - In: Journal of econometrics 141 (2007) 2, pp. 548-573
Persistent link: https://www.econbiz.de/10007859778
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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M.M. - In: Economics letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10007259457
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ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
Rodrigues, Paulo M.M.; Taylor, A.M.Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10006962884
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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, A.M.Robert - In: Econometric theory 20 (2004) 1, pp. 95-115
Persistent link: https://www.econbiz.de/10006965155
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ARTICLES - Near Seasonal Integration
Rodrigues, Paulo M.M. - In: Econometric theory 17 (2001) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10006980333