Similar Search Results

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

On downside risk predictability through liquidity and trading activity : a quantile regression approach

Rubia, Antonio; Sanchis-Marco, Lidia - 2011

Persistent link: https://www.econbiz.de/10009724943

Determining factors in the choice of prices of tourist rental accommodation : new evidence using the quantile regression approach

Moreno, Luis; Rubia, Antonio; Perles-Ribes, J. F.; … - In: Tourism management perspectives : TMP 33 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012170564

Tests of no cross-sectional error dependence in panel quantile regressions

Demetrescu, Matei; Hosseinkouchack, Mehdi; Rodrigues, … - 2023

This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the development of a novel test for panel QR misspecification...

Persistent link: https://www.econbiz.de/10014366629

Special issue on "Multivariate volatility models"

Garcia, René (contributor); Ghysels, Eric (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003907531

Modelling tourism demand in Portugal

Daniel, Ana C. M.; Rodrigues, Paulo M. M. - In: Tourism economics : impact analysis, (pp. 79-93). 2011

Persistent link: https://www.econbiz.de/10009305879

Assessing the impact of shocks on international tourism demand for Portugal

Daniel, Ana C. M.; Rodrigues, Paulo M. M. - In: Tourism economics : the business and finance of tourism … 18 (2012) 3, pp. 617-634

Persistent link: https://www.econbiz.de/10009615073

Territorial differentiation, competitiveness and sustainability of tourism

Romão, João; Guerreiro, João; Rodrigues, Paulo M. M. - In: Quantitative methods in tourism economics : [it is the …, (pp. 271-285). 2013

Persistent link: https://www.econbiz.de/10009710427

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

Dating and synchronizing tourism growth cycles

Gouveia, Pedro M. D. C. B.; Rodrigues, Paulo M. M. - In: Tourism economics : the business and finance of tourism … 11 (2005) 4, pp. 501-515

Persistent link: https://www.econbiz.de/10003274055