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Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
Balboa, Marina; Rodrigues, Paulo M. M.; Rubia, Antonio; … - In: Journal of Applied Econometrics 36 (2021) 5, pp. 544-565
Persistent link: https://www.econbiz.de/10012632810
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The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford Bulletin of Economics and Statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009215609
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The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance*
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-469
Persistent link: https://www.econbiz.de/10009165184
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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
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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/10003904445
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The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
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On the finite-sample biases in nonparametric testing for variance constancy
Rodrigues, Paulo M. M. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003436652
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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
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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/10003575417
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Persistence in the banking industry : fractional integration and breaks in memory
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of empirical finance 29 (2014), pp. 95-112
Persistent link: https://www.econbiz.de/10011300502