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1. A Generalized Residual-Based Test for Fractional Cointegration in Panel Data with Fixed Effects. (2024). Olaniran, Saidat Fehintola ; Ismail, Mohd Tahir ; Allohibi, Jeza ; Alharbi, Abdulmajeed Atiah.
   In: Mathematics.
   RePEc:gam:jmathe:v:12:y:2024:i:8:p:1172-:d:1375219.

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2. Climate, wind energy, and CO2 emissions from energy production in Denmark. (2023). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper ; Carlini, Federico.
   In: Energy Economics.
   RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003195.

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3. Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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4. Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper.
   In: Journal of the Royal Statistical Society Series A.
   RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149.

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5. Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico.
   In: Discussion Papers.
   RePEc:not:notgts:19/01.

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6. Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico.
   In: CREATES Research Papers.
   RePEc:aah:create:2019-02.

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7. Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha.
   In: Focus on European Economic Integration.
   RePEc:onb:oenbfi:y:2018:i:q2-18:b:2.

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8. Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates. (2015). Zhang, Dayong ; Barassi, Marco ; Tan, Jijun.
   In: Econometric Reviews.
   RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1118-1140.

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9. Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis. (2014). GUESMI, Khaled ; Boubaker, Heni.
   In: Working Papers.
   RePEc:ipg:wpaper:2014-442.

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10. A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:33:y:2013:i:1:p:77-102.

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11. Risk and return: Long-run relations, fractional cointegration, and return predictability. (2013). Tauchen, George ; Bollerslev, Tim ; Sizova, Natalia ; Osterrieder, Daniela.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:409-424.

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12. Bootstrap testing for discontinuities under long-range dependence. (2012). Shumeyko, Yevgen ; Beran, Jan.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:105:y:2012:i:1:p:322-347.

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13. Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability. (2011). Tauchen, George ; Bollerslev, Tim ; Sizova, Natalia ; Osterrieder, Daniela.
    In: CREATES Research Papers.
    RePEc:aah:create:2011-51.

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14. Foreign exchange, fractional cointegration and the implied-realized volatility relation. (2010). Kellard, Neil ; Sarantis, Nicholas ; Dunis, Christian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:882-891.

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15. A vector autoregressive model for electricity prices subject to long memory and regime switching. (2010). Nielsen, Morten ; Haldrup, Niels.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:1044-1058.

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16. Likelihood based testing for no fractional cointegration. (2010). Łasak, Katarzyna ; Lasak, Katarzyna.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:158:y:2010:i:1:p:67-77.

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17. Habit and long memory in UK lottery sales. (2010). Peel, David ; McHale, I. G..
    In: Economics Letters.
    RePEc:eee:ecolet:v:109:y:2010:i:1:p:7-10.

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18. Tests for cointegration with structural breaks based on subsamples. (2010). Monticini, Andrea ; Davidson, James.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2498-2511.

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19. On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis. (2009). Manera, Matteo ; Lanza, Alessandro ; Galeotti, Marzio.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:42:y:2009:i:4:p:551-574.

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20. A Wald test for the cointegration rank in nonstationary fractional systems. (2009). Velasco, Carlos ; Avarucci, Marco.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:2:p:178-189.

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21. Fractional Integration and Cointegration: Testing the Term Structure of Interest Rates. (2009). Zhang, Dayong ; Barassi, Marco.
    In: Discussion Papers.
    RePEc:bir:birmec:09-17.

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22. A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility. (2009). Santucci de Magistris, Paolo ; Rossi, Eduardo.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-31.

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23. A test for fractional cointegration using the sieve bootstrap. (2008). Procidano, Isabella ; Gerolimetto, Margherita.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:17:y:2008:i:3:p:373-391.

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24. Maximum likelihood estimation of fractionally cointegrated systems. (2008). Łasak, Katarzyna.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-53.

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25. Likelihood based testing for no fractional cointegration. (2008). Łasak, Katarzyna.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-52.

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26. Non parametric Fractional Cointegration Analysis. (2007). Costantini, Mauro ; Cerqueti, Roy.
    In: ISAE Working Papers.
    RePEc:isa:wpaper:78.

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27. A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching. (2007). Nielsen, Morten ; Haldrup, Niels.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-29.

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28. Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach. (2006). Shimotsu, Katsumi ; Nielsen, Morten.
    In: Working Paper.
    RePEc:qed:wpaper:1029.

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29. On the Robustness of Robustness Checks of the Environmental Kuznets Curve. (2006). Manera, Matteo ; Lanza, Alessandro ; Galeotti, Marzio.
    In: Working Papers.
    RePEc:mis:wpaper:20060501.

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30. The long memory story of real interest rates. Can it be supported?. (2006). Venetis, Ioannis ; Paya, Ivan ; Duarte, A.
    In: Working Papers.
    RePEc:lan:wpaper:578952.

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31. The long memory story of real interest rates. Can it be supported?. (2006). Paya, Ivan ; Venetis, I A ; Duarte, A.
    In: Working Papers.
    RePEc:lan:wpaper:2605.

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32. The long memory story of real interest rates. Can it be supported?. (2006). Paya, Ivan ; Venetis, I A ; Duarte, A.
    In: Working Papers.
    RePEc:lan:wpaper:2463.

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33. The long memory story of real interest rates. Can it be supported?. (2006). Paya, Ivan ; Venetis, I A ; Duarte, A.
    In: Working Papers.
    RePEc:lan:wpaper:2382.

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34. On the Robustness of Robustness Checks of the Environmental Kuznets Curve. (2006). Manera, Matteo ; Lanza, Alessandro ; Galeotti, Marzio.
    In: Working Papers.
    RePEc:fem:femwpa:2006.22.

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35. Are our FEERs justified?. (2006). Wren-Lewis, Simon ; Driver, Rebecca ; Barisone, Giacomo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:5:p:741-759.

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36. Alternative bootstrap procedures for testing cointegration in fractionally integrated processes. (2006). Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:2:p:741-777.

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37. Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004. (2006). Peel, David ; Davidson, James ; James E. H. Davidson, ; Byers, David J..
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:10:y:2006:i:1:n:3.

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38. On the Robustness of Robustness Checks of the Environmental Kuznets Curve. (2006). Manera, Matteo ; Galeotti, Marzio ; Lanza, Alessandro.
    In: Climate Change Modelling and Policy Working Papers.
    RePEc:ags:feemcc:12045.

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39. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.

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40. Generating schemes for long memory processes: regimes, aggregation and linearity. (2005). Sibbertsen, Philipp ; Davidson, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:2:p:253-282.

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41. Polynomial cointegration among stationary processes with long memory. (2005). Avarucci, Marco ; Marinucci, Domenico.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we055123.

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42. Another look at the forecast performance of ARFIMA models. (2004). Wilson, Patrick ; Ellis, Craig.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:13:y:2004:i:1:p:63-81.

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43. Distinguishing between long-range dependence and deterministic trends. (2003). Venetis, Ioannis ; Sibbertsen, Philipp.
    In: Technical Reports.
    RePEc:zbw:sfb475:200316.

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44. 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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45. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:01-01.

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46. Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8160.

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