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Author

Name:
Pedro Lima
Educations:
Ph D: U Wisconsin-Madison, Economics, 1994
e-mail:
de_lima@jhu.edu
URL:
http://jhunix.hcf.jhu.edu/~de_lima/
Articles 6:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Nonlinearities and Nonstationarities in Stock Returns 48.88
Pedro Lima
Journal of Business and Economic Statistics, vol. 16, 1998, p. 227-236.

The Detection and Estimation of Long Memory in Stochastic Volatility 18.67
Jay Breidt, Nuno Crato, Pedro Lima
Journal of Econometrics, vol. 83, 1998, p. 325-348.

On the Robustness of Nonlinearity Tests to Moment Condition Failure 56.02
Pedro Lima
Journal of Econometrics, vol. 76, 1997, p. 251-280.

Nuisance Parameter Free Properties of Correlation Integral Based Statistics 30.05
Pedro Lima
Econometric Reviews, vol. 15, 1996, p. 237-259.

The Impact of 1970s Repatriates from Africa on the Portuguese Labor Market 18.72
William Carrington, Pedro Lima
Industrial and Labor Relations Review, vol. 49, 1996, p. 330-347.

Long Range Dependence in the Conditional Variance of Stock Returns 16.4
Nuno Crato, Pedro Lima
Economics Letters, vol. 45, 1994, p. 281-285.

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