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Publications
and Working Papers
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1. ¡°On
the Behrens-Fisher problem: a globally
convergent algorithm and a finite-sample study of the Wald, LR and LM
Tests¡±, with
Alexandre Belloni. Preprint.
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2. ¡°Adaptive
Wavelet Decompositions of Stationary
Time Series¡±, with Vladas Pipiras (2006). Preprint.
[click here for the
slides on Adaptive
Wavelet
Decompositions presented at the 69th Annual Meeting of the IMS, Rio de
Janeiro, Brazil]
[click
here for the poster on
Adaptive
Wavelet
Decompositions presented at the Graybill 2006 conference, Fort Collins,
CO] |
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3. ¡°Gaussian
Stationary Processes: Discrete Approximations,
Adaptive Wavelet Decompositions and Simulation'', with Vladas Pipiras
(2006). Preprint.
[click here for the slides on this paper
presented in
the SPA 2005 conference, Santa Barbara, CA] |
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4.
¡°Real and Effective Exchange Rates with
Double-Weighing Scheme for Brazilian Manufactured Products¡±, with Jorge
C.
Batista. Boletim de Conjuntura, v.20,
n.3, p.59 ¨C 66. Rio de Janeiro,
Brazil
(2001). |
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5. ¡°The
Geography of Brazilian Competition Patterns and the Effects of Changes
in
Relative Prices on Brazilian Exports¡±. M.S. thesis, Federal University
of Rio de
Janeiro. Advisor: Jorge C. Batista. Rio de Janeiro, Brazil
(2000). |
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