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DateTitle Authors
2005 Finite sample accuracy of integrated volatility estimatorsNielsen, Morten Ørregaard / Houmann Frederiksen, Per
2008 Forecasting random walks under drift instabilityPesaran, Mohammad Hashem / Pick, Andreas
2008 Modelling long-run trends and cycles in financial time series dataCaporale, Guglielmo Maria / Cunado, Juncal / Gil-Alana, Luis A.
2008 A nonlinear unit root test in the presence of an unknown breakPopp, Stephan
2008 Is double trouble?: how to combine cointegration testsBayer, Christian / Hanck, Christoph
2009 Nearly efficient likelihood ratio tests for seasonal unit rootsJansson, Michael / Nielsen, Morten Ørregaard
2009 Multi-factor Gegenbauer processes and European inflation ratesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2011 FCVARmodel.m: A matlab software package for estimation and testing in the fractionally cointegrated VARØrregaard Nielsen, Morten / Morin, Lealand
1996 ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity TestNakatsuma, Teruo / Tsurumi, Hiroki
2012 The Determinants of Australian Exchange Rate: A Time Series AnalysisAtif, Syed Muhammad / Sauytbekova, Moldir / Macdonald, James

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