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DateTitle Authors
2009 Adaptive rate-optimal detection of small autocorrelation coefficientGuay, Alain / Guerre, Emmanuel / Lazarová, Štepána
2004 Testing for neglected nonlinearity in cointegrating relationshipsBlake, Andrew P. / Kapetanios, George
2007 A simple test of the New Keynesian Phillips CurveCarriero, Andrea
2003 A note on joint estimation of common cycles and common trends in nonstationary multivariate systemsKapetanios, George
2002 Modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index datasetKapetanios, George
2004 Estimating time-variation in measurement error from data revisions: An application to forecasting in dynamic modelsKapetanios, George / Yates, Anthony
2008 Combination of forecast methods using encompassing tests: An algorithm-based procedureCostantini, Mauro / Pappalardo, Carmine
1995 Arbitrage in commodity markets: A full systems cointegration analysisRünstler, Gerhard / Jumah, Adusei / Karbuz, Sohbet
2013 Parameter estimation and inference with spatial lags and cointegrationMutl, Jan / Sögner, Leopold
2010 Cointegration analysis with state space modelsWagner, Martin

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