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Testing for the general fractional unit root hypothesis in the time domain
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - 2008
Persistent link: https://www.econbiz.de/10003827435
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On the behaviour of Phillips-Perron tests in the presence of persistent cycles
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Oxford bulletin of economics and statistics 77 (2015) 4, pp. 495-511
Persistent link: https://www.econbiz.de/10011383853
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On the small sample properties of Dickey Fuller and maximum likelihood unit root tests on discrete-sampled short-term interest rates
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201140
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
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The performance of unit root tests under level-dependent heteroskedasticity
Rodrigues, Paulo M. M.; Rubial García, Antonio - In: Economics letters 89 (2005) 3, pp. 262-268
Persistent link: https://www.econbiz.de/10003183386
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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
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F versus t tests for unit roots: a comment
Rodrigues, Paulo M. M. (contributor);  … - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10002744008
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Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.; Rodrigues, Paulo M. M. - In: Econometric reviews 21 (2002) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
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A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901