1. Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin.
   In: Papers.
   RePEc:arx:papers:2507.14621.

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2. Moment tests of independent components. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante.
   In: SERIEs: Journal of the Spanish Economic Association.
   RePEc:spr:series:v:13:y:2022:i:1:d:10.1007_s13209-021-00247-3.

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3. Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis.
   In: Papers.
   RePEc:arx:papers:2202.00141.

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4. Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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5. Discrete Fourier Transforms of Fractional Processes with Econometric Applications. (2021). Phillips, Peter.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:2303.

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6. A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State. (2020). Cassim, Lucius.
   In: MPRA Paper.
   RePEc:pra:mprapa:101453.

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7. HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu.
   In: Econometrics.
   RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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8. Does dollar-pegging matter? A closer look at US trade deficits with China and Germany. (2017). Li, Jing ; Shi, Chengjun.
   In: The Journal of International Trade & Economic Development.
   RePEc:taf:jitecd:v:26:y:2017:i:4:p:451-472.

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9. Mercantilism and Chinas hunger for international reserves. (2017). Schröder, Marcel ; Schroder, Marcel.
   In: China Economic Review.
   RePEc:eee:chieco:v:42:y:2017:i:c:p:15-33.

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10. Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework. (2016). Zhang, Xianyang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:1:p:123-146.

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11. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1505.

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12. Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (2014). Paparoditis, Efstathios ; Politis, Dimitris N. ; Jentsch, Carsten.
    In: Working Papers.
    RePEc:mnh:wpaper:36668.

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13. Time Series Models for Business and Economic Forecasting. (2014). Franses, Philip Hans ; van Dijk, Dick ; Opschoor, Anne.
    In: Cambridge Books.
    RePEc:cup:cbooks:9780521520911.

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14. Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model. (2012). Nielsen, Morten ; Jansson, Michael ; Boswijk, H. Peter ; Morten Ø. Nielsen, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120097.

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15. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective. (2006). Spanos, Aris ; Heracleous, Maria.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:493.

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16. Testing covariance stationarity. (2006). Xiao, Zhijie ; Lima, Luiz.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:632.

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17. Is inflation stationary?. (2005). Charemza, Wojciech ; Burridge, Peter ; Hristova, Daniela .
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:8:p:901-903.

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18. Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes.. (2005). Costantini, Mauro ; Cerqueti, Roy.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp05027.

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19. On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates. (2004). Rodrigues, Paulo ; Rubia, Antonio.
    In: Econometrics.
    RePEc:wpa:wuwpem:0405004.

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20. Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems. (2004). Chambers, Marcus ; McCrorie, J R.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:0d3ed468-36ef-4baf-8339-8c62acb177b2.

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21. Modelling EU tobacco policy reform. (2004). STOFOROS, CHRYSOSTOMOS ; Mergos, G..
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:19:p:2167-2175.

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22. A re-examination of Wagners law for ten countries based on cointegration and error-correction modelling techniques. (2004). Chang, Tsangyao ; Caudill, Steven B ; Liu, Wenrong.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:8:p:577-589.

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23. Exchange rate adjustment and output in Greece and Cyprus: evidence from panel data. (2004). Upadhyaya, Kamal ; Mixon, Franklin ; Bhandari, Rabindra.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:16:p:1181-1185.

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24. Modelling food consumption patterns in Greece. (2004). STOFOROS, CHRYSOSTOMOS ; Mergos, George ; Mantzouneas, Elias.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:8:p:507-512.

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25. Powerful Tests of Structural Change That are Robust to Strong Serial Correlation. (2004). Vogelsang, Timothy ; Sayginsoy, Ozgen .
    In: Discussion Papers.
    RePEc:nya:albaec:04-08.

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26. Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis. (2004). Sayginsoy, Ozgen .
    In: Discussion Papers.
    RePEc:nya:albaec:04-07.

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27. Testing long-run PPP with infinite-variance returns. (2003). Falk, Barry ; Wang, Chun-Hsuan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:4:p:471-484.

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28. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447.

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29. Saddlepoint Approximations in Non-Stationary Time Series. (2000). Marsh, Patrick.
    In: Discussion Papers.
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30. Fully Modified OLS for Heterogeneous Cointegrated Panels. (2000). Pedroni, Peter.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2000-03.

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31. Testing for Unit Roots in Semi-Annual Data. (1999). Giles, David ; Feltham, Sandra G..
    In: Econometrics Working Papers.
    RePEc:vic:vicewp:9912.

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32. Incomplete contracting theory in empirical accounting research. (1999). van Lent, L. A. G. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:088f797d-9fa4-4081-98f4-196a97b54162.

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33. REITs and Inflation: A Long-Run Perspective. (1998). Liang, Youguo ; Chatrath, Arjun.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:311-326.

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34. Inférence fondée sur les statistiques des rendements de long terme. (1998). Vodounou, Cosme .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-20.

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35. An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy. (1997). Xiao, Zhijie ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1161.

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36. Nonlinear cointegration with mixing errors. (1997). Escribano, Alvaro ; Mira, Santiago.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:6204.

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37. Threshold Autoregressions with a Unit Root. (1997). Hansen, Bruce ; Caner, Mehmet.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:381.

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38. A Reexamination of the Consumption Function Using Frequency Domain Regressors. (1991). Phillips, Peter ; Ouliaris, Sam ; Corbae, Dean.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:997.

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39. Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?. (1991). Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, Denis.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:979.

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40. Intrinsic Bubbles: The Case of Stock Prices. (1989). Obstfeld, Maurice ; Froot, Kenneth.
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41. Testing for a Unit Root in the Presence of Deterministic Trends. (1989). Schmidt, Peter ; Phillips, Peter.
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42. Testing for Cointegration Using Principal Component Measures. (1987). Phillips, Peter ; Ouliaris, Sam.
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    RePEc:cwl:cwldpp:809r.

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43. Weak Convergence to the Matrix Stochastic Integral BdB. (1986). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:796.

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44. Towards a Unified Asymptotic Theory for Autoregression. (1986). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:782r.

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45. Multiple Time Series Regression with Integrated Processes. (1985). Phillips, Peter ; Durlauf, Steven.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:768.

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46. Understanding Spurious Regressions in Econometrics. (1985). Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:757.

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1. Gridded Water Resource Distribution Simulation for China Based on Third-Order Basin Data from 2002. (2016). Zhou, YI ; Wang, Shixin ; Tu, Mingguang .
   In: Sustainability.
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2. On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model. (2016). King, Maxwell ; Mahmood, Munir .
   In: Statistica Neerlandica.
   RePEc:bla:stanee:v:70:y:2016:i:4:p:332-355.

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3. Papers with John. (2015). Kellard, Neil ; Savin, Nathan E ; Coakley, Jerry ; Osborn, Denise.
   In: Journal of Time Series Analysis.
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4. Unit root testing. (2006). Hassler, Uwe.
   In: AStA Advances in Statistical Analysis.
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5. The discounted economic stock of money with VAR forecasting. (2006). Keating, John ; Barnett, William ; Kansas, of U..
   In: Computing in Economics and Finance 2006.
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6. Non-stationary hours in a DSGE model. (2006). Schorfheide, Frank ; Doh, Taeyoung ; Chang, Yongsung.
   In: Working Papers.
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7. Forecasting of small macroeconomic VARs in the presence of instabilities. (2006). McCracken, Michael ; Clark, Todd.
   In: Research Working Paper.
   RePEc:fip:fedkrw:rwp06-09.

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8. Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
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9. Estimating multi-country VAR models. (2006). Ciccarelli, Matteo ; Canova, Fabio.
   In: Working Paper Series.
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10. Forecasting Canadian Time Series with the New Keynesian Model. (2006). Moran, Kevin ; Gammoudi, Mohamed.
    In: Staff Working Papers.
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11. Unit root testing. (2005). Hassler, Uwe ; Wolters, Jurgen.
    In: Discussion Papers.
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12. Forecasting with the New-Keynesian Model: An Experiment with Canadian Data. (2005). Moran, Kevin.
    In: Computing in Economics and Finance 2005.
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13. Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR. (2005). Neumann, Thorsten ; Melzer, Christian .
    In: Computing in Economics and Finance 2005.
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14. Reexamining the consumption-wealth relationship: the role of model uncertainty. (2005). Strachan, Rodney ; Potter, Simon ; Koop, Gary.
    In: Staff Reports.
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15. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
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16. On the Fit and Forecasting Performance of New Keynesian Models. (2005). Wouters, Raf ; Smets, Frank ; Schorfheide, Frank ; Del Negro, Marco.
    In: CEPR Discussion Papers.
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17. What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR. (2005). Smith, Ronald ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
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18. A DSGE-VAR for the Euro Area. (2004). Schorfheide, Frank ; del Negro, Marco.
    In: Computing in Economics and Finance 2004.
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19. Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes*. (2004). NEIFAR, MALIKA ; Dufour, Jean-Marie.
    In: L'Actualité Economique.
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20. On the Time Variations of US Monetary Policy: Who is right?. (2004). Gambetti, Luca ; Canova, Fabio.
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21. A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment. (2004). Dios, Rafaela ; Jose Angel Roldan Casas, .
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22. Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence. (2003). Seitz, Franz ; Reimers, Hans-Eggert ; Brand, Claus.
    In: Macroeconomics.
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23. Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes. (2003). NEIFAR, MALIKA ; Dufour, Jean-Marie.
    In: Cahiers de recherche.
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24. Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models. (2003). Serati, Massimiliano ; amisano, gianni.
    In: LIUC Papers in Economics.
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25. Discussion of Cogley and Sargents \Drifts and volatilities: Monetary policies and outcomes in the post WWII U.S.\. (2003). Del Negro, Marco.
    In: FRB Atlanta Working Paper.
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26. Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
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27. Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators. (2003). Ciccarelli, Matteo ; Canova, Fabio.
    In: CEPR Discussion Papers.
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28. Learning by Doing as a Propagation Mechanism. (2002). Schorfheide, Frank ; Gomes, João ; Chang, Yongsung.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0204002.

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29. The Future of the Stock Market Channel In Egypt. (2002). Sourial, Maged Shawky.
    In: Finance.
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30. Modest Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
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31. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
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36. Priors from general equilibrium models for VARs. (2002). Schorfheide, Frank ; Del Negro, Marco.
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37. Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa. (2002). muellbauer, john ; Aron, Janine.
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48. Prior parameter uncertainty: Some implications for forecasting and policy analysis with VAR models. (1999). Tallman, Ellis ; Robertson, John.
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58. Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics. (1992). Ploberger, Werner ; Phillips, Peter.
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63. Too much cocited documents. This list is not complete

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