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~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
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Time series analysis
12
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12
Estimation theory
5
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4
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3
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3
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Souza, Leonardo Rocha
5
Fernandes, Marcelo
3
Grammig, Joachim
3
Lima, Luiz Renato
2
Xiao, Zhijie
2
Camarero Olivas, Mariam
1
Flôres Jr., Renato G.
1
Franco Neto, Afonso Arinos de Mello
1
Guillén, Osmani Teixeira de Carvalho
1
Issler, João Victor
1
Smith, Jeremy
1
Souza, Reinaldo Castro
1
Tamarit Escalona, Cecilio R.
1
Veiga, Alvaro
1
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
National Bureau of Economic Research
206
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
66
Ekonomiska forskningsinstitutet <Stockholm>
62
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
56
European University Institute / Department of Economics
34
International Monetary Fund (IMF)
33
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Department of Econometrics and Business Statistics, Monash Business School
13
Centre for Analytical Finance <Århus>
12
EconWPA
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Tinbergen Instituut
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Umeå Universitet / Institutionen för Nationalekonomi
12
European University Institute / Department of Law
11
Federal Reserve Bank of St. Louis
11
International Monetary Fund
11
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
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Tinbergen Institute
9
Aarhus Universitet / Afdeling for Nationaløkonomi
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Department of Economics and Business, Universitat Pompeu Fabra
8
Europäische Kommission / Statistisches Amt
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Christian-Albrechts-Universität zu Kiel
7
Econometric Society
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
6
HAL
6
Institut für Weltwirtschaft
6
International Association of Agricultural Economists - IAAE
6
Loughborough University / Department of Economics
6
Narodna Banka na Republika Makedonija
6
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
State University of New York at Albany / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
6
University of Exeter / Department of Economics
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Ensaios econômicos
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ECONIS (ZBW)
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1
On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century
Guillén, Osmani Teixeira de Carvalho
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532943
Saved in:
2
Do shocks permanently change output? : Local persistency in economic time series
Lima, Luiz Renato
(
contributor
);
Xiao, Zhijie
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168401
Saved in:
3
Robustness of stationary tests under long-memory alternatives
Lima, Luiz Renato
(
contributor
);
Xiao, Zhijie
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002170336
Saved in:
4
The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726494
Saved in:
5
Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
Saved in:
6
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
Saved in:
7
Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
Saved in:
8
A family of autoregressive conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244
Saved in:
9
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
Saved in:
10
A note on Chambers's "long memory and aggregation in macroeconomic time series"
Souza, Leonardo Rocha
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955249
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