Assessing Nonlinear Dynamics of Central Bank Reaction Function: The Case of Mozambique
4.95
Gerson Nhapulo,
João Nicolau
South African Journal Of Economics,
vol. 85, 2017, p. 28-51.
Structural Change Test in Duration of Bull and Bear Markets
32.81
João Nicolau
Economics Letters,
vol. 146, 2016, p. 64-67.
Estimation and Inference in Multivariate Markov Chains
3.37
João Nicolau,
Flavio Ivo Riedlinger
Statistical Papers,
vol. 56, 2015, p. 1163-1173.
Nonparametric Density Forecast Based on Time- and State-Domain
28.18
João Nicolau
Journal Of Forecasting,
vol. 30, 2011, p. 706-720.
Purchasing Power Parity Analyzed from a Continuous-Time Model
13.13
João Nicolau
Studies In Nonlinear Dynamics And Econometrics,
vol. 15, 2011, p. 0-0.
Purchasing Power Parity Analyzed through a Continuous-Time Version of the ESTAR Model
32.81
João Nicolau
Economics Letters,
vol. 110, 2011, p. 182-185.
A Discrete and a Continuous-Time Model Based on a Technical Trading Rule
18.95
João Nicolau
Journal Of Financial Econometrics,
vol. 5, 2007, p. 266-284.
Nonparametric Estimation of Second-Order Stochastic Differential Equations
41.41
João Nicolau
Econometric Theory,
vol. 23, 2007, p. 880-898.