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Comparing value-at-risk method...
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Lima, Luiz Renato
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A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
2
Comparing value-at-risk methodologies
Lima, Luiz Renato
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003390568
Saved in:
3
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
4
The asymmetric behavior of the US public debt
Lima, Luiz Renato
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003056820
Saved in:
5
Testing unit root based on partially adaptive estimation
Xiao, Zhijie
(
contributor
);
Lima, Luiz Renato
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168382
Saved in:
6
Do shocks permanently change output? : Local persistency in economic time series
Lima, Luiz Renato
(
contributor
);
Xiao, Zhijie
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168401
Saved in:
7
A new perspective on the PPP hypothesis
Kim, So-yŏng
(
contributor
);
Lima, Luiz Renato
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168428
Saved in:
8
Robustness of stationary tests under long-memory alternatives
Lima, Luiz Renato
(
contributor
);
Xiao, Zhijie
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002170336
Saved in:
9
Purchasing power parity and the unit root tests : a robust analysis
Xiao, Zhijie
(
contributor
);
Lima, Luiz Renato
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002172054
Saved in:
10
Dinâmica não-linear e sustentabilidade da dívida pública Brasileira
Lima, Luiz Renato
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002751293
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