Luis Filipe Farias Sousa Martins


AuthID: R-000-9F6

Confirmed Publications: 9



1
TITLE: The Empirical Determinants of Credit Default Swap Spreads: a Quantile Regression Approach  Full Text
AUTHORS: Pires, P; Pereira, JP ; Martins, LF ;
PUBLISHED: 2015, SOURCE: EUROPEAN FINANCIAL MANAGEMENT, VOLUME: 21, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 46 Handle
2
TITLE: Testing for persistence change in fractionally integrated models: An application to world inflation rates  Full Text
AUTHORS: Martins, LF ; Rodrigues, PMM ;
PUBLISHED: 2014, SOURCE: COMPUTATIONAL STATISTICS & DATA ANALYSIS, VOLUME: 76
INDEXED IN: Scopus WOS CrossRef: 40
3
TITLE: TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS*  Full Text
AUTHORS: Luis F Martins ;
PUBLISHED: 2013, SOURCE: MANCHESTER SCHOOL, VOLUME: 81, ISSUE: 4
INDEXED IN: Scopus WOS
IN MY: ORCID
4
TITLE: Time-varying cointegration, identification, and cointegration spaces  Full Text
AUTHORS: Luis Filipe Martins ; Vasco J Gabriel;
PUBLISHED: 2013, SOURCE: STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, VOLUME: 17, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
5
TITLE: Cointegration tests under multiple regime shifts: An application to the stock price-dividend relationship  Full Text
AUTHORS: Vasco J Gabriel; Luis F Martins ;
PUBLISHED: 2011, SOURCE: EMPIRICAL ECONOMICS, VOLUME: 41, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID
6
TITLE: The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach  Full Text
AUTHORS: Vasco J Gabriel; Luis F Martins ;
PUBLISHED: 2010, SOURCE: JOURNAL OF MONEY CREDIT AND BANKING, VOLUME: 42, ISSUE: 8
INDEXED IN: Scopus WOS
IN MY: ORCID
7
TITLE: TIME-VARYING COINTEGRATION
AUTHORS: Herman J Bierens; Luis F Martins ;
PUBLISHED: 2010, SOURCE: ECONOMETRIC THEORY, VOLUME: 26, ISSUE: 5
INDEXED IN: Scopus WOS CrossRef: 127
IN MY: ORCID
8
TITLE: New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis  Full Text
AUTHORS: Luis F Martins ; Vasco J Gabriel;
PUBLISHED: 2009, SOURCE: JOURNAL OF MACROECONOMICS, VOLUME: 31, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 8
IN MY: ORCID
9
TITLE: Unit root tests and dramatic shifts with infinite variance processes  Full Text
AUTHORS: Luis F Martins ;
PUBLISHED: 2009, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 36, ISSUE: 5
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID

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