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DateTitle Authors
2001 Unit and fractional roots in the presence of abrupt changes with an application to the Brazilian inflation rateGil-Alaña, Luis A.
2001 Forecasting the real output using fractionally integrated techniquesGil-Alaña, Luis A.
2000 A fractionally integrated exponential model for UK unemploymentGil-Alaña, Luis A.
2000 Testing stochastic cycles in macroeconomic time seriesGil-Alaña, Luis A.
2000 Fourth moments of multivariate GARCH processesHafner, Christian M.
2000 A fractionally integrated model with a mean shift for the US and the UK real oil pricesGil-Alaña, Luis A.
2000 A generalized fractional time series modelGil-Alaña, Luis A.
2009 Non-Extensitivity versus informative moments for financial models: a unifying framework and empirical resultsHerrmann, Klaus
2008 Models for time-varying moments using maximum entropy applied to a generalized measure of volatilityHerrmann, Klaus
2004 Finite sample of the Durbin-Watson test against fractionally integrated disturbancesKleiber, Christian / Krämer, Walter

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