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1. The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2. Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier.
   In: Papers.
   RePEc:arx:papers:2211.10235.

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3. Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier.
   In: CREATES Research Papers.
   RePEc:aah:create:2022-02.

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4. Persistence of travel and leisure sector equity indices. (2018). Rodrigues, Paulo ; Andraz, Jorge.
   In: Empirical Economics.
   RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8.

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5. Testing The Cvar In The Fractional Cvar Model. (2017). Nielsen, Morten ; Johansen, Soren.
   In: Working Paper.
   RePEc:qed:wpaper:1394.

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6. Testing the CVAR in the fractional CVAR model. (2017). Nielsen, Morten ; Johansen, Soren.
   In: Discussion Papers.
   RePEc:kud:kuiedp:1723.

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7. Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:52:y:2017:i:c:p:1-8.

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8. Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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9. Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. (2015). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:187:y:2015:i:2:p:557-579.

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10. Using SARFIMA Model to Study and Predict the Iran s Oil Supply. (2012). mostafaei, hamidreza ; Sakhabakhsh, Leila.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2012-01-5.

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11. Asymptotic normal tests for integration in panels with cross-dependent units. (2011). Hassler, Uwe ; Demetrescu, Matei ; Tarcolea, Adina .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:95:y:2011:i:2:p:187-204.

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12. Bias correction for the regression-based LM fractional integration test. (2008). Tarcolea, Adina ; Demetrescu, Matei.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:92:y:2008:i:1:p:91-99.

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13. A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada. (2007). Gil-Alana, Luis.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:6:y:2007:i:2:p:135-146.

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14. Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics. (2004). Nielsen, Morten.
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:22:y:2004:p:331-345.

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15. A Residual-Based LM Test for Fractional Cointegration. (2002). Hassler, Uwe ; Breitung, Jörg.
    In: Darmstadt Discussion Papers in Economics.
    RePEc:zbw:darddp:dar_37318.

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16. Inference on the cointegration rank in fractionally integrated processes. (2002). Hassler, Uwe ; Breitung, Jörg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:110:y:2002:i:2:p:167-185.

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17. A Residual-Based LM Test for Fractional Cointegration. (2002). Hassler, Uwe ; Breitung, Jörg.
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:37318.

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18. Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics. (2002). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2002-7.

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19. Efficient Inference in Multivariate Fractionally Integrated Time Series Models. (2002). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2002-6.

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20. Multivariate Lagrange Multiplier Tests for Fractional Integration. (2002). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2002-18.

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21. Modelos de memoria larga para series económicas y financieras. (2001). Ruiz, Esther ; Perez, Ana.
    In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
    RePEc:cte:dsrepe:ds010101.

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22. Efficient Likelihold Inference in Nonstationary Univariate Models. (2001). Nielsen, Morten.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2001-8.

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23. Mortality and Socio-economic Differences in a Competing Risks Model. (2001). Svarer, Michael ; Munch, Jakob.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2001-1.

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24. Another look at long memory in common stock returns. (1997). Jones, Jonathan D. ; Hiemstra, Craig.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:4:p:373-401.

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25. Long memory processes and fractional integration in econometrics. (1996). Baillie, Richard.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:73:y:1996:i:1:p:5-59.

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