Extensions to IVX Methods of Inference for Return Predictability 12.5
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Measuring Wage Inequality under Right Censoring 6.67
MJ Nicolau, Pedro Raposo, Paulo M. M. Rodrigues
Economic Inquiry, vol. 61, 2023, p. 377-401.

Survival of the Fittest: Tourism Exposure and Firm Survival 3.33
Filipe B. Caires, Hugo Reis, Paulo M. M. Rodrigues
Applied Economics, vol. 55, 2023, p. 7150-7177.

Tail Index Estimation in the Presence of Covariates: Stock Returns' Tail Risk Dynamics 16.67
João Nicolau, Paulo M. M. Rodrigues, Marian Z. Stoykov
Journal of Econometrics, vol. 235, 2023, p. 2266-2284.

The Persistence of Wages 12.5
Anabela Carneiro, Pedro Portugal, Pedro Raposo, Paulo M. M. Rodrigues
Journal of Econometrics, vol. 233, 2023, p. 596-611.

Transformed Regression-Based Long-Horizon Predictability Tests 16.67
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Forgetting Approaches to Improve Forecasting 10.0
Robert A. Hill, Paulo M. M. Rodrigues
Journal Of Forecasting, vol. 41, 2022, p. 1356-1371.

Residual-Augmented IVX Predictive Regression 25.0
Matei Demetrescu, Paulo M. M. Rodrigues
Journal of Econometrics, vol. 227, 2022, p. 429-460.

Testing for Episodic Predictability in Stock Returns 12.5
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 227, 2022, p. 85-113.

Tests for Segmented Cointegration: An Application to US Governments Budgets 5.0
Luís Filipe Martins, Paulo M. M. Rodrigues
Empirical Economics, vol. 63, 2022, p. 567-600.

A Re-examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 12.5
Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues
Oxford Bulletin of Economics and Statistics, vol. 83, 2021, p. 935-959.

Multivariate Fractional Integration Tests Allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 9.38
Marina Balboa, Paulo M. M. Rodrigues, António Rua, A M Robert Taylor
Journal of Applied Econometrics, vol. 36, 2021, p. 544-565.

The Expected Time to Cross a Threshold and Its Determinants: A Simple and Flexible Framework 6.67
Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues
Journal of Economic Dynamics and Control, vol. 122, 2021, p. .

A New Regression-Based Tail Index Estimator 18.75
João Nicolau, Paulo M. M. Rodrigues
Review of Economics and Statistics, vol. 101, 2019, p. 667-680.

Market Integration and the Persistence of Electricity Prices 2.5
João Pedro Pereira, Vasco Pesquita, Paulo M. M. Rodrigues, António Rua
Empirical Economics, vol. 57, 2019, p. 1495-1514.

Forecasting Banking Crises with Dynamic Panel Probit Models 5.0
António Antunes, Diana Bonfim, Nuno Monteiro, Paulo M. M. Rodrigues
International Journal Of Forecasting, vol. 34, 2018, p. 249-275.

Persistence of Travel and Leisure Sector Equity Indices 3.33
Jorge Andraz, Raul F. C. Guerreiro, Paulo M. M. Rodrigues
Empirical Economics, vol. 54, 2018, p. 1801-1825.

Semi-parametric Seasonal Unit Root Tests 12.5
Tomás Barrio Castro, Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 34, 2018, p. 447-476.

A Mixed Frequency Approach to the Forecasting of Private Consumption with ATM/POS Data 6.67
Claudia Duarte, Paulo M. M. Rodrigues, António Rua
International Journal Of Forecasting, vol. 33, 2017, p. 61-75.

On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 12.5
Tomás Barrio Castro, Paulo M. M. Rodrigues, A M Robert Taylor
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 495-511.

Characterizing Economic Growth Paths Based on New Structural Change Tests 6.67
Nuno Sobreira, Luis Catela Nunes, Paulo M. M. Rodrigues
Economic Inquiry, vol. 52, 2014, p. 845-861.

Persistence in the Banking Industry: Fractional Integration and Breaks in Memory 3.33
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Journal Of Empirical Finance, vol. 29, 2014, p. 95-112.

Determinants of the EONIA Spread and the Financial Crisis 5.0
Carla Soares, Paulo M. M. Rodrigues
Manchester School, vol. 81, 2013, p. 82-110.

The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 12.5
Paulo M. M. Rodrigues, A M Robert Taylor, Tomás Barrio Castro
Econometric Theory, vol. 29, 2013, p. 1289-1313.

The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests 18.75
Paulo M. M. Rodrigues, A M Robert Taylor
Oxford Bulletin of Economics and Statistics, vol. 74, 2012, p. 736-759.

The Effects of Additive Outliers and Measurement Errors When Testing for Structural Breaks in Variance 18.75
Paulo M. M. Rodrigues, Antonio Rubia
Oxford Bulletin of Economics and Statistics, vol. 73, 2011, p. 449-468.

What Causes Economic Growth in Portugal: Exports or Inward FDI? 1.25
Jorge Andraz, Paulo M. M. Rodrigues
Journal Of Economic Studies, vol. 37, 2010, p. 267-287.

Testing for General Fractional Integration in the Time Domain 12.5
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Econometric Theory, vol. 25, 2009, p. 1793-1828.

Efficient Tests of the Seasonal Unit Root Hypothesis 25.0
Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 141, 2007, p. 548-573.

Testing for Causality in Variance under Nonstationarity in Variance 10.0
Paulo M. M. Rodrigues, Antonio Rubia
Economics Letters, vol. 97, 2007, p. 133-137.

Properties of Recursive Trend-Adjusted Unit Root Tests 20.0
Paulo M. M. Rodrigues
Economics Letters, vol. 91, 2006, p. 413-419.

The Performance of Unit Root Tests under Level-Dependent Heteroskedasticity 10.0
Paulo M. M. Rodrigues, Antonio Rubia
Economics Letters, vol. 89, 2005, p. 262-268.

Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes 25.0
Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 120, 2004, p. 35-73.

Asymptotic Distributions for Regression-Based Seasonal Unit Root Test Statistics in a Near-Integrated Model 18.75
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 645-670.

On Tests for Double Differencing: Methods of Demeaning and Detrending and the Role of Initial Values 18.75
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 95-115.

Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach 10.0
Denise Osborne, Paulo M. M. Rodrigues
Econometric Reviews, vol. 21, 2002, p. 221-241.

On LM Type Tests for Seasonal Unit Roots in Quarterly Data 37.5
Paulo M. M. Rodrigues
Econometrics Journal, vol. 5, 2002, p. 176-195.

Near Seasonal Integration 37.5
Paulo M. M. Rodrigues
Econometric Theory, vol. 17, 2001, p. 70-86.