João Nicolau
Ph D: UTL, Econometrics, 2001
Master: ISEG/UTL, Matemática Aplicada à Economia e Gestão, 1994
Bachelor: ISEG/UTL, Economia, 1991
FCT research center:
Centro de Matemática Aplicada à Previsão e Decisão Económica - CEMAPRE (2015)
REBIDES institution:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Researcher id:
Articles 13:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

The Expected Time to Cross a Threshold and Its Determinants: A Simple and Flexible Framework 13.08
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 30.19
João Nicolau, Paulo M. M. Rodrigues
Review of Economics and Statistics, vol. 101, 2019, p. 667-680.

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.

Bias Reduction in Nonparametric Diffusion Coefficient Estimation 41.41
João Nicolau
Econometric Theory, vol. 19, 2003, p. 754-777.

A New Technique for Simulating the Likelihood of Stochastic Differential Equations 28.93
João Nicolau
Econometrics Journal, vol. 5, 2002, p. 91-103.

Stationary Processes That Look Like Random Walks--The Bounded Random Walk Process in Discrete and Continuous Time 41.41
João Nicolau
Econometric Theory, vol. 18, 2002, p. 99-118.