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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955246
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2
A critical value function approach, with an application to persistent time-series
Moreira, Marcelo J.
;
Mourão, Rafael
;
Moreira, Humberto
-
2016
Persistent link: https://www.econbiz.de/10011618179
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3
Impossible inference in econometrics : theory and applications to regression discontinuity, bunching, and exogeneity tests
Bertanha, Marinho
;
Moreira, Marcelo J.
-
2017
-
This version: December 7, 2016
Persistent link: https://www.econbiz.de/10011795914
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4
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168082
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5
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Moreira, Humberto
;
Moreira, Marcelo J.
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2015
Persistent link: https://www.econbiz.de/10011457226
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6
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
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7
Testing covariance stationarity
Xiao, Zhijie
(
contributor
);
Lima, Luiz Renato
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003390504
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A time-varying fiscal reaction function for Brazil
Campos, Eduardo Lima
;
Cysne, Rubens Penha
-
2017
-
Preliminary version
Persistent link: https://www.econbiz.de/10011796160
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9
A time-varying fiscal reaction function for Brazil
Campos, Eduardo Lima
;
Cysne, Rubens Penha
-
2018
Persistent link: https://www.econbiz.de/10011898530
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10
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
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2009
Persistent link: https://www.econbiz.de/10003822297
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