Research
Published
2019
- 01-2019 “ Temporal Aggregation of Seasonally Near-Integrated Processes ” “
T. B. Castro, Paulo M. M. Rodrigues, A. Robert, Taylor
• 2019-01-01
2009
- Special issue on multivariate volatility models
René Garcia, E. Ghysels, É. Renault, Paulo M. M. Rodrigues
• 2009-01-01
2004
- ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES
Paulo M. M. Rodrigues, A. Taylor
Econometric Theory • 2004-01-01 - On the Small Sample Properties of Dickey-Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
Paulo M. M. Rodrigues, Antonio Rubia Serrano
• 2004-01-01 - Alternative estimators and unit root tests for seasonal autoregressive processes
Paulo M. M. Rodrigues, A. Taylor
• 2004-01-01 - F versus t tests for unit roots: a comment
Paulo M. M. Rodrigues, A. Tremayne
• 2004-01-01 - ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
Paulo M. M. Rodrigues, A. Taylor
Econometric Theory • 2004-01-01 - Seasonal Unit Root Tests Under Structural Breaks
Uwe Hassler, Paulo M. M. Rodrigues
• 2004-01-01
2003
- A sequential approach to testing seasonal unit roots in high frequency data
Paulo M. M. Rodrigues, P. Franses
• 2003-01-01 - On Tests for Double Differencing: Some Extensions and the Role of Initial Values
Paulo M. M. Rodrigues, A. Taylor
• 2003-01-01
2002
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
D. Osborn, Paulo M. M. Rodrigues
• 2002-01-01 - The behaviour of seasonal unit root tests under neglected local drifts
Paulo M. M. Rodrigues
• 2002-01-01 - On Lm Type Tests for Seasonal Unit Roots in Quarterly Data
Paulo M. M. Rodrigues
• 2002-01-01
2001
- NEAR SEASONAL INTEGRATION
Paulo M. M. Rodrigues
Econometric Theory • 2001-01-01
2000
- A note on the application of the DF test to seasonal data
Paulo M. M. Rodrigues
• 2000-01-01
1999
- Seasonal Nonstationarity and Near-Nonstationarity
E. Ghysels, D. Osborn, Paulo M. M. Rodrigues
• 1999-01-01 - Performance of seasonal unit root tests for monthly data
Paulo M. M. Rodrigues, D. Osborn
• 1999-01-01