1
TITLE: First passage times in portfolio optimization: A novel nonparametric approach
AUTHORS: Zsurkis, Gabriel; Nicolau, Joao ; Rodrigues, Paulo M. M. ;
PUBLISHED: 2024, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 312, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef
2
TITLE: Extensions to IVX methods of inference for return predictability
AUTHORS: Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. ; Taylor, A. M. Robert;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 237, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 5
3
TITLE: Survival of the fittest: tourism exposure and firm survival
AUTHORS: Caires, Filipe B. B.; Reis, Hugo; Rodrigues, Paulo M. M. ;
PUBLISHED: 2023, SOURCE: APPLIED ECONOMICS, VOLUME: 55, ISSUE: 60
INDEXED IN: Scopus WOS CrossRef: 4
4
TITLE: Tail index estimation in the presence of covariates: Stock returns' tail risk dynamics
AUTHORS: Nicolau, Joao ; Rodrigues, Paulo M. M. ; Stoykov, Marian Z.;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 235, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 3
5
TITLE: The persistence of wages  Full Text
AUTHORS: Carneiro, Anabela ; Portugal, Pedro ; Raposo, Pedro; Rodrigues, Paulo M. M. ;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 233, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 3
6
TITLE: Transformed regression-based long-horizon predictability tests
AUTHORS: Demetrescu, Matei; Rodrigues, Paulo M. M. ; Taylor, A. M. Robert;
PUBLISHED: 2023, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 237, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 1
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TITLE: Forgetting approaches to improve forecasting
AUTHORS: Hill, Robert A.; Rodrigues, Paulo M. M. ;
PUBLISHED: 2022, SOURCE: JOURNAL OF FORECASTING, VOLUME: 41, ISSUE: 7
INDEXED IN: Scopus WOS CrossRef: 2
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TITLE: Measuring wage inequality under right censoring
AUTHORS: Nicolau, Joao ; Raposo, Pedro; Rodrigues, Paulo M. M. ;
PUBLISHED: 2022, SOURCE: ECONOMIC INQUIRY, VOLUME: 61, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 1
10
TITLE: Residual-augmented IVX predictive regression
AUTHORS: Demetrescu, Matei; Rodrigues, Paulo M. M. ;
PUBLISHED: 2022, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 227, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 5
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