Publications by the researcher in collaboration with Paulo M.M. Rodrigues (3)

2008

  1. Testing for the General Fractional Unit Root Hypothesis in the Time Domain

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2007

  1. On the Finite-Sample Biases in Nonparametric Testing for Variance Constancy

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2004

  1. On the small sample properties of dickey fuller and maximum likelihood unit root tests on discrete-sampled short-term interest rates

    Working papers = Documentos de trabajo: Serie AD