Details about Adriana Cornea-Madeira

Access statistics for papers by Adriana Cornea-Madeira.

Last updated 2023-10-20. Update your information in the RePEc Author Service.

Short-id: pco654

Working Papers

2018

1. Bootstrapping Structural Change Tests
   Papers, arXiv.org View citations (2)
   Also in Economics Discussion Paper Series, Economics, The University of Manchester (2017) View citations (2)
   See also Journal Article Bootstrapping structural change tests, Journal of Econometrics, Elsevier (2019) View citations (8) (2019)

2015

2. A Parametric Bootstrap for Heavy Tailed Distributions
   Post-Print, HAL View citations (4)
   Also in Working Papers, HAL (2009) View citations (1)
   See also Journal Article A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS, Econometric Theory, Cambridge University Press (2015) View citations (6) (2015)

2012

3. Approximating Moments by Nonlinear Transformations
   Working Paper series, Rimini Centre for Economic Analysis
4. Behavioral Heterogeneity in U.S. Inflation Dynamics
   CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations (48)
   See also Journal Article Behavioral Heterogeneity in U.S. Inflation Dynamics, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (30) (2019)

2008

5. A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
   Departmental Working Papers, McGill University, Department of Economics View citations (2)

Journal Articles

2022

1. Econometric Analysis of Switching Expectations in UK Inflation
   Oxford Bulletin of Economics and Statistics, 2022, 84, (3), 651-673

2019

2. Behavioral Heterogeneity in U.S. Inflation Dynamics
   Journal of Business & Economic Statistics, 2019, 37, (2), 288-300 View citations (30)
   See also Working Paper Behavioral Heterogeneity in U.S. Inflation Dynamics, CeNDEF Working Papers (2012) View citations (48) (2012)
3. Bootstrapping structural change tests
   Journal of Econometrics, 2019, 213, (2), 359-397 View citations (8)
   See also Working Paper Bootstrapping Structural Change Tests, Papers (2018) View citations (2) (2018)
4. LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS
   Econometric Theory, 2019, 35, (3), 630-652

2017

5. The Explicit Formula for the Hodrick-Prescott Filter in a Finite Sample
   The Review of Economics and Statistics, 2017, 99, (2), 314-318 View citations (19)

2015

6. A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
   Econometric Theory, 2015, 31, (3), 449-470 View citations (6)
   See also Working Paper A Parametric Bootstrap for Heavy Tailed Distributions, Post-Print (2015) View citations (4) (2015)