Access Statistics for Paulo Rodrigues

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A sequential approach to testing seasonal unit roots in high frequency data	4	4	4	4	5	8	8	8
A sequential approach to testing seasonal unit roots in high frequency data	3	8	26	229	7	17	57	461
Comparing Seasonal Forecasts of Industrial Production	2	7	21	39	2	11	55	76
Efficient Tests of the Seasonal Unit Root Hypothesis	1	5	42	165	5	16	89	317
Efficient Tests of the Seasonal Unit Root Hypothesis*	1	6	15	22	3	15	38	52
ON THE SMALL SAMPLE PROPERTIES OF DICKEY FULLER AND MAXIMUM LIKELIHOOD UNIT ROOT TESTS ON DISCRETE-SAMPLED SHORT-TERM INTEREST RATES	1	5	19	89	11	27	88	269
On Tests for Double Differencing: Some Extensions and the Role of Initial Values	0	1	3	57	0	3	20	276
On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates	2	3	14	123	3	8	37	256
Properties of Recursive Trend-Adjusted Unit Root Tests	0	1	4	67	1	4	21	153
Seasonal Nonstationarity and Near-Nonstationarity	1	1	14	277	2	6	40	1,088
Seasonal Unit Root Tests under Structural Breaks	2	11	59	219	5	21	130	657
Total Working Papers	17	52	221	1,291	44	136	583	3,613

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on the application of the DF test to seasonal data	0	0	5	5	1	2	10	10
A sequential approach to testing seasonal unit roots in high frequency data	3	4	12	53	4	5	22	146
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL	0	1	9	10	0	2	16	18
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH	0	0	9	48	1	4	30	185
Alternative estimators and unit root tests for seasonal autoregressive processes	3	3	7	30	3	5	14	93
Efficient tests of the seasonal unit root hypothesis	2	5	20	33	2	10	40	69
F versus t tests for unit roots: a comment	0	0	3	42	1	2	12	229
NEAR SEASONAL INTEGRATION	0	1	5	5	0	2	6	6
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES	1	3	9	9	4	9	30	30
On LM type tests for seasonal unit roots in quarterly data	0	0	2	38	1	1	9	221
Performance of seasonal unit root tests for monthly data	6	10	55	250	8	21	105	518
Properties of recursive trend-adjusted unit root tests	0	0	1	13	0	1	9	36
Seasonal Unit Root Tests Under Structural Breaks*	1	1	8	49	3	3	22	151
Testing for causality in variance under nonstationarity in variance	0	0	2	6	0	1	4	18
The performance of unit root tests under level-dependent heteroskedasticity	1	1	1	19	1	2	8	67
Threshold Cointegration and the PPP Hypothesis	1	4	19	156	2	13	53	399
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION	0	4	8	8	1	10	26	26
Total Journal Articles	18	37	175	774	32	93	416	2,222

2 registered items for which data could not be found

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Forecasting Seasonal Time Series	14	34	155	272	68	168	641	1,024
Total Chapters	14	34	155	272	68	168	641	1,024

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Statistics updated 2009-11-04