11
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
13
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
14
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
15
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
16
TITLE: Testing for episodic predictability in stock returns
AUTHORS: Demetrescu, M; Georgiev, I; Rodrigues, PMM ; Taylor, AMR;
PUBLISHED: 2022, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 227, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 14
17
TITLE: A Re-Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach
AUTHORS: Zsurkis, G; Nicolau, J ; Rodrigues, PMM ;
PUBLISHED: 2021, SOURCE: OXFORD BULLETIN OF ECONOMICS AND STATISTICS, VOLUME: 83, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef
18
TITLE: Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
AUTHORS: Balboa, M; Rodrigues, PMM ; Rubia, A; Taylor, AMR;
PUBLISHED: 2021, SOURCE: JOURNAL OF APPLIED ECONOMETRICS, VOLUME: 36, ISSUE: 5
INDEXED IN: Scopus WOS CrossRef
19
TITLE: Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics  Full Text
AUTHORS: Cruz, J; Nicolau, J; Rodrigues, PMM ;
PUBLISHED: 2021, SOURCE: ASIA-PACIFIC FINANCIAL MARKETS, VOLUME: 28, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 2 Handle
20
TITLE: Tests for segmented cointegration: an application to US governments budgets
AUTHORS: Martins, LF; Rodrigues, PMM ;
PUBLISHED: 2021, SOURCE: EMPIRICAL ECONOMICS, VOLUME: 63, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 2
Page 2 of 11. Total results: 110.