David Neto
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Person:1619843
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Examining interconnectedness between media attention and cryptocurrency markets: a transfer entropy story Economics Letters | 2022-07-26 | Paper |
| Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: an application to the Feldstein-Horioka puzzle Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships Statistical Methodology | 2019-03-13 | Paper |
| Extracting volatility signal using maximum a posteriori estimation Physica A | 2018-11-13 | Paper |
| The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break Economics Letters | 2015-05-19 | Paper |
| Testing uncovered interest rate parity and term structure using multivariate threshold cointegration | 2008-09-09 | Paper |
Research outcomes over time
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