Luiz Renato Regis de Oliveira Lima : Citation Profile


Are you Luiz Renato Regis de Oliveira Lima?

University of Tennessee-Knoxville (75% share)
Universidade Federal da Paraíba (25% share)

9

H index

6

i10 index

205

Citations

RESEARCH PRODUCTION:

24

Articles

31

Papers

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 10
   Journals where Luiz Renato Regis de Oliveira Lima has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 10 (4.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli389
   Updated: 2017-11-18    RAS profile: 2017-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Figueiredo, Erik (6)

Orefice, Gianluca (3)

Gaglianone, Wagner (3)

Schaur, Georg (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luiz Renato Regis de Oliveira Lima.

Is cited by:

Gaglianone, Wagner (31)

Issler, João (18)

Flôres Junior, Renato (13)

Korobilis, Dimitris (8)

Guillén, Osmani (8)

Baharumshah, Ahmad Zubaidi (7)

Migiakis, Petros (7)

McAleer, Michael (6)

Brissimis, Sophocles (6)

Darné, Olivier (6)

Allen, David (5)

Cites to:

Phillips, Peter (16)

Engle, Robert (16)

Xiao, Zhijie (15)

Baldwin, Richard (11)

Chernozhukov, Victor (9)

Bohn, Henning (9)

Issler, João (9)

Barro, Robert (8)

Mankiw, N. Gregory (7)

Cysne, Rubens (7)

Stock, James (7)

Main data


Where Luiz Renato Regis de Oliveira Lima has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE2
Economics Letters2
Journal of Econometrics2
Empirical Economics2
Journal of Development Economics2

Working Papers Series with more than one paper published# docs
FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) / FGV/EPGE - Escola Brasileira de Economia e Finanas, Getulio Vargas Foundation (Brazil)19
Working Papers / CEPII research center2

Recent works citing Luiz Renato Regis de Oliveira Lima (2017 and 2016)


YearTitle of citing document
2016Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures. (2016). Wang, Chao ; Gerlach, Richard . In: Papers. RePEc:arx:papers:1612.08488.

Full description at Econpapers || Download paper

2017A Joint Quantile and Expected Shortfall Regression Framework. (2017). Dimitriadis, Timo ; Bayer, Sebastian . In: Papers. RePEc:arx:papers:1704.02213.

Full description at Econpapers || Download paper

2017Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution. (2017). Wang, Chao ; Gerlach, Richard ; Chen, Qian . In: Papers. RePEc:arx:papers:1707.03715.

Full description at Econpapers || Download paper

2016Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr. In: Working Papers Series. RePEc:bcb:wpaper:435.

Full description at Econpapers || Download paper

2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436.

Full description at Econpapers || Download paper

2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

Full description at Econpapers || Download paper

2016Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos. (2016). Melo-Velandia, Luis ; Ustacara, Daniel Mario . In: Borradores de Economia. RePEc:bdr:borrec:939.

Full description at Econpapers || Download paper

2016What slice of the pie? The corporate bond market boom in emerging economies. (2016). Saborowski, Christian ; Ayala, Diana ; Nedeljkovic, Milan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_008.

Full description at Econpapers || Download paper

2016Is It Possible to Beat the Random Walk Model in Exchange Rate Forecasting? More Evidence for Brazilian Case.. (2016). Marçal, Emerson ; Junior, Eli Hadad ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Brazilian Review of Finance. RePEc:brf:journl:v:14:y:2016:i:1:p:65-88.

Full description at Econpapers || Download paper

2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

Full description at Econpapers || Download paper

2017What Slice of the Pie? The Corporate Bond Market Boom in Emerging Economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6376.

Full description at Econpapers || Download paper

2016Land, Child Labor, and Schooling: Longitudinal evidence from Colombia and Mexico. (2016). Vallejo, Julian Arteaga . In: DOCUMENTOS CEDE. RePEc:col:000089:014977.

Full description at Econpapers || Download paper

2017Reconsidering the Income-Illness Relationship using Distributional Regression: An Application to Germany. (2017). Klasen, Stephan ; Kneib, Thomas ; Lynch, Julia ; Silbersdorff, Alexander . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp931.

Full description at Econpapers || Download paper

2016The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185.

Full description at Econpapers || Download paper

2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

Full description at Econpapers || Download paper

2016ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. (2016). Medeiros, Marcelo ; Mendes, Eduardo F. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:255-271.

Full description at Econpapers || Download paper

2016Smoothed quantile regression for panel data. (2016). Galvao, Antonio F ; Kato, Kengo. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:92-112.

Full description at Econpapers || Download paper

2017What slice of the pie? The corporate bond market boom in emerging economies. (2017). Saborowski, Christian ; Nedeljkovic, Milan ; Ayala, Diana . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:16-35.

Full description at Econpapers || Download paper

2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima ; Soon, Siew-Voon . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

Full description at Econpapers || Download paper

2016Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501.

Full description at Econpapers || Download paper

2016Variational Bayes for assessment of dynamic quantile forecasts. (2016). Abeywardana, Sachin ; Gerlach, Richard . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1385-1402.

Full description at Econpapers || Download paper

2017Quantile regression forecasts of inflation under model uncertainty. (2017). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:11-20.

Full description at Econpapers || Download paper

2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

Full description at Econpapers || Download paper

2017Subcontracting and the survival of plants in the road construction industry: A panel quantile regression analysis. (2017). Lamarche, Carlos ; De Silva, Dakshina ; Kosmopoulou, Georgia . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:137:y:2017:i:c:p:113-131.

Full description at Econpapers || Download paper

2017Fiscal sustainability in an emerging market economy: When does public debt turn bad?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Lau, Evan . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:99-113.

Full description at Econpapers || Download paper

2016Optimal local content requirement policies for extractive industries. (2016). Manny, Rafael Emmanuel . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:244-252.

Full description at Econpapers || Download paper

2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation. (2017). Iqbal, Javed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:1-17.

Full description at Econpapers || Download paper

2017An integrated macro-financial risk-based approach to the stressed capital requirement. (2017). Liu, Xiaochun. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:86-98.

Full description at Econpapers || Download paper

2017Child Labor and Household Land Holding: Theory and Empirical Evidence from Zimbabwe. (2017). Tideman, Nicolaus ; Oryoie, Ali Reza ; Alwang, Jeffrey . In: World Development. RePEc:eee:wdevel:v:100:y:2017:i:c:p:45-58.

Full description at Econpapers || Download paper

2016How useful are (Censored) Quantile Regressions for Contingent Valuation?. (2016). CHANEL, Olivier ; Champonnois, Victor. In: Working Papers. RePEc:fae:wpaper:2016.12.

Full description at Econpapers || Download paper

2016The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective. (2016). Caporin, Massimiliano ; Bonaccolto, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:8-:d:73460.

Full description at Econpapers || Download paper

2017A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

Full description at Econpapers || Download paper

2017Why do Estimates of the EMU Effect on Trade Vary so Much?. (2017). Rose, Andrew. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9420-1.

Full description at Econpapers || Download paper

2016Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036.

Full description at Econpapers || Download paper

2016Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models. (2016). Fengler, Matthias ; Herwartz, Helmut . In: MPRA Paper. RePEc:pra:mprapa:72197.

Full description at Econpapers || Download paper

2017Breaking Badly: The Currency Union Effect on Trade. (2017). Campbell, Douglas ; Chentsov, Aleksandr . In: MPRA Paper. RePEc:pra:mprapa:79973.

Full description at Econpapers || Download paper

2016Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates. (2016). Tian, Yuzhu ; Li, Erqian . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:3:d:10.1007_s00180-016-0659-1.

Full description at Econpapers || Download paper

2016Inflation persistence, learning dynamics and the rationality of inflation expectations. (2016). Migiakis, Petros ; Brissimis, Sophocles. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1033-9.

Full description at Econpapers || Download paper

2017Applying a microfounded-forecasting approach to predict Brazilian inflation. (2017). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1163-8.

Full description at Econpapers || Download paper

2016An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR. (2016). Xu, Qifa ; He, Yaoyao ; Jiang, Cuixia . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:25:y:2016:i:2:d:10.1007_s10260-015-0332-9.

Full description at Econpapers || Download paper

2016Clustering Quantile Regression-Based Drought Trends in Taiwan. (2016). Shiau, Jenq-Tzong ; Lin, Jia-Wei . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:30:y:2016:i:3:d:10.1007_s11269-015-1210-9.

Full description at Econpapers || Download paper

2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

Full description at Econpapers || Download paper

2016Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607.

Full description at Econpapers || Download paper

2017When does information on forecast variance improve the performance of a combined forecast?. (2017). Conrad, Christian. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168200.

Full description at Econpapers || Download paper

Works by Luiz Renato Regis de Oliveira Lima:


YearTitleTypeCited
2005DINÂMICA NÃO-LINEAR E SUSTENTABILIDADE DA DÍVIDA PÚBLICA BRASILEIRA In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper2
2005Dinâmica não-linear e sustentabilidade da dívida pública brasileira.(2005) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007ESTIMANDO A DEMANDA DOMICILIAR POR TELEFONES FIXOS COM DADOS AGREGADOS BRASILEIROS In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper0
2008Fatores Econômicos e Incidência de Divórcios: Evidências com Dados Agregados Brasileiros In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper0
2016TRABALHO INFANTIL E TEORIA DO U INVERTIDO: EVIDÊNCIAS PARA O BRASIL In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper0
2008Evaluating Value-at-Risk Models via Quantile Regressions In: Working Papers Series.
[Full Text][Citation analysis]
paper41
2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2009Evaluating Value-at-Risk models via Quantile Regression.(2009) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2008Evaluating Value-at-Risk models via Quantile regressions.(2008) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2010Evaluating Value-at-Risk Models via Quantile Regression.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2011Evaluating Value-at-Risk Models via Quantile Regression.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
article
2016Migration and Regional Trade Agreements: A (New) Gravity Estimation In: Review of International Economics.
[Full Text][Citation analysis]
article0
2014Migration and Regional Trade Agreement: a (new) Gravity Estimation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Testing Unit Root Based on Partially Adaptive Estimation In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article5
2004Testing Unit Root Based on Partially Adaptive Estimation.(2004) In: Econometric Society 2004 Latin American Meetings.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2004Testing unit root based on partially adaptive estimation.(2004) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Third Country Effect of Migration: the Trade-Migration Nexus Revisited In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Omitted Asymmetric Persistence and Conditional Heteroskedasticity In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2000Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-1992 In: Journal of Development Economics.
[Full Text][Citation analysis]
article4
2008Debt ceiling and fiscal sustainability in Brazil: A quantile autoregression approach In: Journal of Development Economics.
[Full Text][Citation analysis]
article12
2006Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach.(2006) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2015Child labor and the wealth paradox: The role of altruistic parents In: Economics Letters.
[Full Text][Citation analysis]
article3
2016Stages of diversification in Africa In: Economics Letters.
[Full Text][Citation analysis]
article1
2009A panel data approach to economic forecasting: The bias-corrected average forecast In: Journal of Econometrics.
[Full Text][Citation analysis]
article24
2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2007A panel data approach to economic forecasting: the bias-corrected average forecast.(2007) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2008A panel data approach to economic forecasting: the bias-corrected average forecast.(2008) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2009Nonparametric and robust methods in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2010Local persistence and the PPP hypothesis In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article9
2007Do shocks last forever? Local persistency in economic time series In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article7
1997Public debt sustainability and endogenous seignorage in Brazil: time-series evidence from 1947-92 In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper2
1998Como se equilibra o orçamento do governo no Brasil?: aumento de receitas ou corte de gastos? In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper0
1998Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947-92: revised version In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper0
2004Do shocks permanently change output? : Local persistency in economic time series In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper1
2004A new perspective on the PPP hypothesis In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper2
2004Robustness of stationary tests under long-memory alternatives In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper2
2004Purchasing power parity and the unit root tests: a robust analysis In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper4
2005The asymmetric behavior of the U.S. public debt In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper9
2005Limite de endividamento e sustentabilidade fiscal no Brasil: uma abordagem via modelo quantílico auto-regressivo (QAR) In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper9
2006Comparing value-at-risk methodologies In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper6
2007Comparing Value-at-Risk Methodologies.(2007) In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006Comparing Value-at-Risk Methodologies.(2006) In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2006Testing covariance stationarity In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper3
2007Testing Covariance Stationarity.(2007) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2006Impacto do PIS e da COFINS na Inflação: uma abordagem econométrica usando o teste de janela variável In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
[Full Text][Citation analysis]
paper0
2010Empirical Evidence on Convergence Across Brazilian States In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article4
2014Uma Análise para o Efeito-Fronteira no Brasil In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article0
2012Constructing Density Forecasts from Quantile Regressions In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article19
2012Constructing Optimal Density Forecasts from Point Forecast Combinations In: Série Textos para Discussão (Working Papers).
[Full Text][Citation analysis]
paper15
2014CONSTRUCTING OPTIMAL DENSITY FORECASTS FROM POINT FORECAST COMBINATIONS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2016The effect of the Euro on the bilateral trade distribution In: Empirical Economics.
[Full Text][Citation analysis]
article2
2016The effect of the Euro on the bilateral trade distribution.(2016) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2010Is there long memory in financial time series? In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2008Further investigation of the uncertain trend in US GDP In: Applied Economics.
[Full Text][Citation analysis]
article2
2013Estimation of Censored Quantile Regression for Panel Data With Fixed Effects In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article14

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team