Concepedia

Luiz Renato Lima

LR

21

Publications

772

Citations

16

H-Index

2000

Active since

Affiliations

University of Tennessee at Knoxville(Current)

Universidade Federal da Paraíba

Fundação Getulio Vargas

Central Bank of Brazil

Universidade Federal Rural do Semi-Árido

Luiz Renato Lima is an author at University of Tennessee at Knoxville specializing in business, statistics, and economics.

Top concepts

BusinessEconomicsStatisticsFinanceEconometricsEngineeringForecastingMacroeconomicsPredictive AnalyticsAsset Pricing

Publications per year

2000–2023

21

Publications

21

Evaluating Value-at-Risk Models via Quantile Regression

Wagner Piazza Gaglianone, Luiz Renato Lima, Oliver Linton et al. · Journal of Business and Economic Statistics · 2010 · 176 citations

Estimation of Censored Quantile Regression for Panel Data With Fixed Effects

Antonio F. Galvao, Carlos Lamarche, Luiz Renato Lima · Journal of the American Statistical Association · 2013 · 79 citations

Panel Data, Quantile Regression, Civil Rights +16

Public debt sustainability and endogenous seigniorage in Brazil: time-series evidence from 1947–1992

João Victor Issler, Luiz Renato Lima · Journal of Development Economics · 2000 · 65 citations

Economics, Public Finance, Macroeconomics +9

Constructing Density Forecasts from Quantile Regressions

Wagner Piazza Gaglianone, Luiz Renato Lima · Journal of money credit and banking · 2012 · 55 citations

Forecasting Methodology, Engineering, Conditional Density +19

Out-of-Sample Return Predictability: A Quantile Combination Approach

Luiz Renato Lima, Fanning Meng · Journal of Applied Econometrics · 2016 · 42 citations

Forecasting Methodology, Engineering, Meaningful Margins +19

Rows per page

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