Total documents found: 6

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    Finite sample performance of frequency and time domain tests for seasonal fractional integration [Working papers nº 2-09]


    Banco de Portugal, Research and Statistics Department, Paulo M.M. Rodrigues, Antonio Rubia, João Valle e Azevedo
    2009
    2008
    MonographsMonographs
     

    The effects of additive outliers and measurement errors when testing for structural breaks in variance [Working papers nº 11-10]


    Banco de Portugal, Research and Statistics Department, Paulo M.M. Rodrigues, Antonio Rubia
    2010
    2008
    MonographsMonographs
     

    A class of robust tests in augmented predictive regressions [Working papers nº 26-11]


    Banco de Portugal, Research and Statistics Department, Paulo M.M. Rodrigues, Antonio Rubia
    2011
    2008
    MonographsMonographs
     

    Quantile regression for long memory testing : a case of realized volatility [Working papers nº 7-12]


    Banco de Portugal, Research and Statistics Department, Uwe Hassler, Paulo M.M. Rodrigues, Antonio Rubia
    2012
    2008
    MonographsMonographs
     

    Persistence in the banking industry : fractional integration and breaks in memory [Working papers nº 6-14]


    Banco de Portugal, Research and Statistics Department, Uwe Hassler, Paulo M.M. Rodrigues, Antonio Rubia
    2014
    2008
    MonographsMonographs
     

    Testing the fractionally integrated hypothesis using M estimation : with an application to stock market volatility


    Banco de Portugal, Research and Statistics Department, Matei Demetrescu, Paulo M.M. Rodrigues, Antonio Rubia
    2018
    2008
    MonographsMonographs

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