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Luiz Renato Lima


Full Professor of Economics at the University of Tennessee.

Research Interest

I am an Econometrician with primary interest in economic forecasting, quantile regression and applied microeconomics.

Selected Papers

  • Out-of-sample Return Predictability: a Quantile Combination Approach (Journal of Applied Econometrics), with Fanning Meng PDF ‚Äč
  • Constructing Optimal Density Forecasts from Point Forecast Combinations (Journal of Applied Econometrics), with Wagner Gaglianone PDF
  • Estimation of Censored Quantile Regression for Panel Data with Fixed Effects (Journal of the American Statistical Association), with A. Galvao and C. Lamarche PDF
  • Constructing Density Forecasts from Quantile Regressions (Journal of Money, Credit and Banking), with W. Gaglianone PDF
  • Evaluating Value-at-Risk Models via Quantile Regressions (Journal of Business & Economic Statistics), with W. Gaglianone, O. Linton and D. Smith PDF
  • A Panel Data Approach to Economic Forecasting: the bias-corrected average forecast (Journal of Econometrics), with Joao Issler PDF

  • 525 SMC, Knoxville-TN 37996, Phone: (865)974-8114

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