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DateTitle Authors
2005 Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressionsStrikholm, Birgit / Teräsvirta, Timo
2011 How informative are the subjective density forecasts of macroeconomists?Kenny, Geoff / Kostka, Thomas / Masera, Federico
2005 Empirical likelihood confidence intervals for the mean of a long-range dependent processNordman, Daniel / Sibbertsen, Philipp / Lahiri, Soumendra N.
2005 Tests of Bias in Log-Periodogram RegressionDavidson, James E. H. / Sibbertsen, Philipp
2009 Consistent test for multivariate conditional distributionsLi, Fuchun / Tkacz, Greg
2008 Empirical likelihood block bootstrappingAllen, Jason / Gregory, Allan W. / Shimotsu, Katsumi
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional formPéguin-Feissolle, Anne / Strikholm, Birgit
2013 The PPP hypothesis revisited: Evidence using a multivariate long-memory modelCaporale, Guglielmo Maria / Gil-Alana, Luis A. / Lovcha, Yuliya
2013 Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 What moves the European carbon market? Insights from conditional jump modelsGronwald, Marc / Ketterer, Janina

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