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~subject:"Unit root test"
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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 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:
3
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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4
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:
5
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:
6
Testing for weekly seasonal unit roots in the Spanish power pool
León Valle, Ángel Manuel
;
Rubia, Antonio
- In:
Modelling prices in competitive electricity markets
,
(pp. [131]-145)
.
2004
Persistent link: https://www.econbiz.de/10003232761
Saved in:
7
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
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8
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:
9
Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.
;
Rodrigues, Paulo M. M.
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
Saved in:
10
On tests for double differencing : some extensions and the role of initial values
Taylor, Robert
;
Rodrigues, Paulo M. M.
-
2002
Persistent link: https://www.econbiz.de/10001663134
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