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DateTitle Authors
2010 Forecasting private consumption by consumer surveysDreger, Christian / Kholodilin, Konstantin
2010 The weekly structure of US stock pricesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2004 A bootstrap invariance principle for highly nonstationary long memory processesKapetanios, George
2006 Stochastic volatility driven by large shocksKapetanios, George / Tzavalis, Elias
2007 Long memory and FIGARCH models for daily and high frequency commodity pricesBaillie, Richard T. / Han, Young-Wook / Myers, Robert J. / Song, Jeongseok
2003 Using extraneous information and GMM to estimate threshold parameters in TAR modelsKapetanios, George
2005 Panel data unit roots tests: The role of serial correlation and the time dimensionDe Wachter, Stefan / Harris, Richard D. F. / Tzavalis, Elias
2007 Comparative economic cyclesCascio, Iolanda Lo / Pollock, Stephen
2002 A note on an iterative least squares estimation method for ARMA and VARMA modelsKapetanios, George
2011 The euro changeover and price adjustments in ItalyCaporale, Guglielmo Maria / Girardi, Alessandro / Ventura, Marco

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