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1. Empirical Likelihood Block Bootstrapping. (2008). Shimotsu, Katsumi ; Gregory, Allan ; Allen, Jason.
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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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7. Inattentive Consumers. (2004). Reis, Ricardo.
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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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15. HAC Estimation by Automated Regression. (2004). Phillips, Peter.
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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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29. Durability and Asymmetry in UK Consumers Expenditure. (2000). Cook, Steven.
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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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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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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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