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DateTitle Authors
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
2007 Can we distinguish between common nonlinear time series models and long memory?Kuswanto, Heri / Sibbertsen, Philipp
2008 A Study on spurious long memory in nonlinear time series modelsKuswanto, Heri / Sibbertsen, Philipp
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
2012 The impact of financial crises on the risk-return tradeoff and the leverage effectChristensen, Bent Jesper / Nielsen, Morten Ørregaard / Zhu, Jie

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