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2. Modeling persistence and non-linearities in the US treasury 10-year bond yields. (2022). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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3. Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields. (2022). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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4. Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). Miller, Stephen ; GUPTA, RANGAN ; Gil-Alana, Luis ; Canarella, Giorgio.
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5. Non-Linearities and Persistence in US Long-Run Interest Rates. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Martin-Valmayor, Miguel.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_8744.

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   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.
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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.
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5. Testing The Cvar In The Fractional Cvar Model. (2017). Nielsen, Morten ; Johansen, Soren.
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6. Testing the CVAR in the fractional CVAR model. (2017). Nielsen, Morten ; Johansen, Soren.
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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.
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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, .
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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.
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11. Asymptotic normal tests for integration in panels with cross-dependent units. (2011). Hassler, Uwe ; Demetrescu, Matei ; Tarcolea, Adina .
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12. Bias correction for the regression-based LM fractional integration test. (2008). Tarcolea, Adina ; Demetrescu, Matei.
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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.
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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.
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16. Inference on the cointegration rank in fractionally integrated processes. (2002). Hassler, Uwe ; Breitung, Jörg.
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18. Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics. (2002). Nielsen, Morten.
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19. Efficient Inference in Multivariate Fractionally Integrated Time Series Models. (2002). Nielsen, Morten.
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