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2. A simple method of testing for cointegration subject to multiple regime changes. (2002). Sola, Martin ; Psaradakis, Zacharias ; Gabriel, Vasco.
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3. A simple method for testing cointegration subject to regime changes. (2001). Sola, Martin ; Psaradakis, Zacharias ; Gabriel, Vasco.
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2. Contemporaneous threshold autoregressive models: estimation, testing and forecasting. (2006). Spagnolo, Fabio ; Sola, Martin.
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3. Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
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4. Structural Spurious Regressions and A Hausman-type Cointegration Test. (2005). Ogaki, Masao ; Choi, Chi-Young ; Hu, Ling.
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5. Improved HAR Inference. (2005). Sun, Yixiao ; Phillips, Peter ; Jin, Sainan.
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6. Chi-square Tests for Parameter Stability. (2004). Carrasco, Marine.
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8. Optimal Invariant Similar Tests for Instrumental Variables Regression. (2004). Stock, James ; Moreira, Marcelo ; Andrews, Donald.
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9. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
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10. Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales. (2004). Esteve, Vicente.
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11. Automatic positive semi-definite HAC covariance matrix and GMM estimation. (2004). Smith, Richard.
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12. Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity. (2004). Prodan, Ruxandra.
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13. Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand. (2004). Bunzel, Helle.
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14. Optimal Invariant Similar Tests for Instrumental Variables Regression. (2004). Stock, James ; Moreira, Marcelo ; Andrews, Donald.
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16. Dynamic Seemingly Unrelated Cointegrating Regression. (2003). Sul, Donggyu ; Ogaki, Masao ; Mark, Nelson.
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17. Short Run and Long Run Causality in Time Series : Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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18. Short run and long run causality in time series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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19. On detrending and cyclical asymmetry. (2003). Sola, Martin ; Psaradakis, Zacharias.
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20. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
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21. Feasible Estimation in Cointegrated Panels. (2003). Westerlund, Joakim.
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22. El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?. (2003). Sosvilla-Rivero, Simon ; Meseguer, Javier Alonso .
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23. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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24. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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25. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
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26. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
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27. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
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28. Tests for Skewness, Kurtosis, and Normality for Time Series Data. (2001). Ng, Serena ; Bai, Jushan.
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29. Durability and Asymmetry in UK Consumers Expenditure. (2000). Cook, Steven.
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30. Investment-Saving Comovement and Capital Mobility: Evidence from Century Long U.S. Time Series. (2000). Levy, Daniel.
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31. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin.
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32. Testing the Random Walk Hypothesis for Real Exchange Rates.. (1999). Choi, In.
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33. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
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34. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
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37. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1998). Ng, Serena ; Ghysels, Eric.
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39. A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure. (1997). Ng, Serena ; Ghysels, Eric.
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41. A Semi-Parametric Factor Model for Interest Rates. (1996). Ng, Serena ; Ghysels, Eric.
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42. An Econometric Examination of the Trend Unemployment Rate in Canada.. (1996). Hostland, Doug ; Côté, Denise ; Cote, D..
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43. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?. (1996). Vigfusson, Robert ; van Norden, Simon ; Murray, J..
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44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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45. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
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46. Exchange Rates and Oil Prices. (1995). van Norden, Simon ; Amano, Robert.
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47. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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48. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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49. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
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50. Política fiscal y productividad del trabajo en la economía espanola: Un análisis de series temporales. (). Esteve, Vicente.
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