Authors: Xiao, Zhijie Lima, Luiz Renato

Citation: Xiao, Zhijie et Lima, Luiz Renato, Testing covariance stationarity, Econometric reviews , 26(6), 2007, pp. 643-667

Authors: Gaglianone, Wagner Piazza Lima, Luiz Renato

Citation: Gaglianone, Wagner Piazza et Lima, Luiz Renato, Constructing optimal density forecasts from point forecast combinations, Journal of applied econometrics , 29(5), 2014, pp. 736-757

Authors: Lima, Luiz Renato Meng, Fanning

Citation: Lima, Luiz Renato et Meng, Fanning, Out-of-sample return predictability: a quantile combination approach, Journal of applied econometrics , 32(4), 2017, pp. 877-895