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Evaluating value-at-risk models via quantile regressions
Gaglianone, Wagner Piazza (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003759325
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A panel data approach to economic forecasting : the bias-corrected average forecast
Issler, João Victor (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003646413
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Impacto do PIS e da COFINS na inflação : uma abordagem econométrica usando o teste de Janela Variável
Cysne, Rubens Penha (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003404676
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A panel data approach to economic forecasting : the bias-corrected average forecast
Issler, João Victor (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003406737
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A panel data approach to economic forecasting : the bias-corrected forecast
Issler, João Victor (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003541939
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Debt ceiling and fiscal sustainability in Brazil : a quantile autoregression approach
Lima, Luiz Renato (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003390492
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Testing covariance stationarity
Xiao, Zhijie (contributor); Lima, Luiz Renato (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390504
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Comparing value-at-risk methodologies
Lima, Luiz Renato (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003390568
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Testing unit root based on partially adaptive estimation
Xiao, Zhijie (contributor); Lima, Luiz Renato (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168382
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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