Artur Carlos Barros da Silva Lopes


AuthID: R-000-2K1

Confirmed Publications: 8



1
TITLE: Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests: A simulation study  Full Text
AUTHORS: Artur C B D Da Silva Lopes ;
PUBLISHED: 2008, SOURCE: MANCHESTER SCHOOL, VOLUME: 76, ISSUE: 5
INDEXED IN: Scopus WOS
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2
TITLE: Deterministic seasonality in Dickey-Fuller tests: should we care?  Full Text
AUTHORS: Lopes, ACBD ;
PUBLISHED: 2006, SOURCE: EMPIRICAL ECONOMICS, VOLUME: 31, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
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3
TITLE: The behavior of Hegy tests for quarterly time series with seasonal mean shifts
AUTHORS: Lopes, ACBS ; Montanes, A;
PUBLISHED: 2005, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 24, ISSUE: 1
INDEXED IN: Scopus WOS
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4
5
TITLE: The order of integration for quarterly macroeconomic time series: A simple testing strategy  Full Text
AUTHORS: da Silva Lopes, ACB ;
PUBLISHED: 2003, SOURCE: Empirical Economics, VOLUME: 28, ISSUE: 4
INDEXED IN: Scopus CrossRef
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6
TITLE: The robustness of tests for seasonal differencing to structural breaks  Full Text
AUTHORS: Lopes, ACBD ;
PUBLISHED: 2001, SOURCE: ECONOMICS LETTERS, VOLUME: 71, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
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7
TITLE: Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results  Full Text
AUTHORS: Da Silva Lopes, ACB ;
PUBLISHED: 1999, SOURCE: Empirical Economics, VOLUME: 24, ISSUE: 2
INDEXED IN: Scopus CrossRef
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8
TITLE: On the 'restricted cointegration test' as a test of the rational expectations hypothesis  Full Text
AUTHORS: Lopes, ACBD ;
PUBLISHED: 1998, SOURCE: APPLIED ECONOMICS, VOLUME: 30, ISSUE: 2
INDEXED IN: Scopus WOS
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