Percorrer por autor Gabriel, V. J.
Mostrar resultados 1-8 de 8.
| Data | Título | Autor(es) | Tipo | Acesso |
| 2011 | Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship | Gabriel, V. J.; Martins, L. F. | Artigo | Acesso Embargado |
| 2022 | GMM model averaging using higher order approximations | Martins, L. F.; Gabriel, V. J. | Artigo | Acesso Aberto |
| 2014 | Linear instrumental variables model averaging estimation | Martins, L. F.; Gabriel, V. J. | Artigo | Acesso Embargado |
| 2014 | Modelling long run comovements in equity markets: a flexible approach | Martins, L. F.; Gabriel, V. J. | Artigo | Acesso Embargado |
| 2009 | New Keynesian Phillips Curves and potential identification failures: a Generalized Empirical Likelihood analysis | Martins, L. F.; Gabriel, V. J. | Artigo | Acesso Aberto |
| 2024 | Predicting tail risks and the evolution of temperatures | Phella, A.; Gabriel, V. J.; Martins, L. F. | Artigo | Acesso Embargado |
| 2010 | The cost channel reconsidered: a comment using an identification-robust approach | Gabriel, V. J.; Martins, L. F. | Artigo | Acesso Embargado |
| 2013 | Time-varying cointegration, identification, and cointegration spaces | Martins, L. F.; Gabriel, V. J. | Artigo | Acesso Embargado |
