Paulo M. M. Rodrigues

Available identifiers

zbMath Open rodrigues.paulo-m-mMaRDI QIDQ289170

List of research outcomes

Publication	Date of Publication	Type
Transformed regression-based long-horizon predictability tests	2023-11-17	Paper
Extensions to IVX methods of inference for return predictability	2023-11-17	Paper
First passage times in portfolio optimization: a novel nonparametric approach	2023-11-15	Paper
Tail index estimation in the presence of covariates: stock returns' tail risk dynamics	2023-06-29	Paper
The persistence of wages	2023-03-24	Paper
Structural changes in the duration of bull markets and business cycle dynamics	2022-08-23	Paper
Testing for episodic predictability in stock returns	2022-03-16	Paper
Residual-augmented IVX predictive regression	2022-03-16	Paper
The expected time to cross a threshold and its determinants: a simple and flexible framework	2021-11-16	Paper
Finite sample performance of frequency- and time-domain tests for seasonal fractional integration	2020-03-06	Paper
Temporal Aggregation of Seasonally Near‐Integrated Processes	2019-12-06	Paper
Modeling and forecasting interval time series with threshold models	2019-06-03	Paper
Testing for persistence change in fractionally integrated models: an application to world inflation rates	2018-11-23	Paper
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS	2018-04-25	Paper
Unit Root Tests and Heavy‐Tailed Innovations	2017-09-18	Paper
Efficient tests of the seasonal unit root hypothesis	2016-05-27	Paper
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS	2014-06-23	Paper
On LM-type tests for seasonal unit roots in the presence of a break in trend	2014-06-16	Paper
Alternative estimators and unit root tests for seasonal autoregressive processes	2014-03-07	Paper
Recursive adjustment, unit root tests and structural breaks	2013-10-09	Paper
Testing for causality in variance under nonstationarity in variance	2013-01-28	Paper
Properties of recursive trend-adjusted unit root tests	2013-01-07	Paper
The performance of unit root tests under level-dependent heteroskedasticity	2013-01-03	Paper
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN	2009-12-15	Paper
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity	2008-09-22	Paper
A sequential approach to testing seasonal unit roots in high frequency data	2007-09-11	Paper
Threshold Cointegration and the PPP Hypothesis	2007-09-04	Paper
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL	2006-01-17	Paper
Seasonal Unit Root Tests Under Structural Breaks*	2004-11-24	Paper
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES	2004-09-07	Paper
On LM type tests for seasonal unit roots in quarterly data	2003-05-05	Paper
Near seasonal integration	2002-01-08	Paper
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH	2002-01-01	Paper
A note on the application of the DF test to seasonal data	2001-10-04	Paper
Performance of seasonal unit root tests for monthly data	2000-07-24	Paper

Research outcomes over time

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