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TESTING FOR GENERAL FRACTIONAL...
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The performance of unit root tests under level-dependent heteroskedasticity
Rodrigues, Paulo M.M.
;
Rubia, Antonio
- In:
Economics letters
89
(
2005
)
3
,
pp. 262-268
Persistent link: https://www.econbiz.de/10006749622
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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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
Saved in:
10
ARTICLES - Near Seasonal Integration
Rodrigues, Paulo M.M.
- In:
Econometric theory
17
(
2001
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10006980333
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