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Items where Author is "Rodrigues, Paulo MM"

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Number of items: 5.

Article

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) 'Temporal aggregation of seasonally near-integrated processes.' Journal of Time Series Analysis. ISSN 0143-9782

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) 'Semi-parametric seasonal unit root tests.' Econometric Theory, 34 (02). 447 - 476. ISSN 0266-4666

Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2017) 'Unit Root Tests and Heavy-Tailed Innovations.' Journal of Time Series Analysis, 38 (5). 733 - 768. ISSN 0143-9782

Monograph

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Temporal aggregation of seasonally near-integrated processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Fri Nov 22 13:04:53 2019 GMT.