Concepedia

Pedro J. F. de Lima

PJ

7

Publications

462

Citations

7

H-Index

1994

Active since

Affiliations

Johns Hopkins University(Current)

Pedro J. F. de Lima is an author at Johns Hopkins University specializing in statistics, business, and finance.

Top concepts

StatisticsFinanceBusinessEconomicsEngineeringEconometricsAsset PricingVolatility ModelingStabilityColonialism

Publications per year

1994–1998

7

Publications

7

Long-range dependence in the conditional variance of stock returns

Nuno Crato, Pedro J. F. de Lima · Economics Letters · 1994 · 146 citations

Volatility Modeling, Financial Economics, Asset Pricing +4

Nuisance parameter free properties of correlation integral based statistics

Pedro J. F. de Lima · Econometric Reviews · 1996 · 86 citations

Parameter Identification, Parameter Estimation, Engineering +12

The Impact of 1970s Repatriates from Africa on the Portuguese Labor Market

William J. Carrington, Pedro J. F. de Lima · Industrial and Labor Relations Review · 1996 · 68 citations

Economics, Colonialism, Labour Study +11

On the robustness of nonlinearity tests to moment condition failure

Pedro J. F. de Lima · Journal of Econometrics · 1997 · 65 citations

Reliability, Reliability Engineering, Engineering +10

Nonlinearities and Nonstationarities in Stock Returns

Pedro J. F. de Lima · Journal of Business and Economic Statistics · 1998 · 46 citations

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