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2. Unit root vector autoregression with volatility induced stationarity. (2012). Rahbek, Anders ; Nielsen, Heino Bohn.
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3. Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus.
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1. Rolling window selection for out-of-sample forecasting with time-varying parameters. (2016). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1435.

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2. On the relevance of weaker instruments. (2016). Renault, Eric ; Antoine, Bertille.
   In: Discussion Papers.
   RePEc:sfu:sfudps:dp14-04.

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3. New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels. (2015). van Dijk, Dick ; Lucas, Andre ; Janus, Pawel ; André Lucas, ; Opschoor, and Anne .
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20140073.

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4. Inference in linear models with structural changes and mixed identification strength. (2015). Boldea, Otilia ; Antoine, Bertille.
   In: Discussion Papers.
   RePEc:sfu:sfudps:dp15-05.

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5. Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term. (2015). Doan, Osman.
   In: Econometrics.
   RePEc:gam:jecnmx:v:3:y:2015:i:1:p:101-127:d:46162.

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6. Decomposing changes in CO2 emission inequality over time: The roles of re-ranking and changes in per capita CO2 emission disparities. (2015). Grossi, Luigi ; Mussini, Mauro.
   In: Energy Economics.
   RePEc:eee:eneeco:v:49:y:2015:i:c:p:274-281.

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7. Short term inflation forecasting: the M.E.T.A. approach. (2015). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_1016_15.

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8. Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:1516.

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9. Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. (2014). Cho, Jin Seo ; White, Halbert.
   In: Working papers.
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10. Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Ishihara, Tsunehiro ; Asai, Manabu.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2014cf932.

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11. Efficient Inference with Time-Varying Identification Strength. (2014). Boldea, Otilia ; Antoine, Bertille.
    In: Discussion Papers.
    RePEc:sfu:sfudps:dp14-03.

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12. GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels. (2014). Westerlund, Joakim ; Sarafidis, Vasilis ; Robertson, Donald.
    In: MPRA Paper.
    RePEc:pra:mprapa:53419.

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13. ON KRONECKER PRODUCTS, TENSOR PRODUCTS AND MATRIX DIFFERENTIAL CALCULUS. (2014). Pollock, David.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:14/02.

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14. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:889.

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15. A Factor Analytical Approach to Price Discovery. (2014). Westerlund, Joakim ; Narayan, Paresh ; Reese, Simon.
    In: Working Papers.
    RePEc:hhs:lunewp:2015_004.

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16. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda.
    In: Working Papers.
    RePEc:hhs:lunewp:2014_012.

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17. Blocks and circularity in labour requirements: An interplay between clusters and subsystems in the EU. (2014). Wirkierman, Ariel ; Garbellini, Nadia.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:28:y:2014:i:c:p:60-74.

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18. Some approximations of the logistic distribution with application to the covariance matrix of logistic regression. (2014). Pingel, Ronnie.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:85:y:2014:i:c:p:63-68.

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19. Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach. (2014). Taspinar, Suleyman ; Dogan, Osman ; Tapnar, Suleyman ; Doan, Osman.
    In: Regional Science and Urban Economics.
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20. Testing against Changing Correlation. (2014). Harvey, Andrew ; Thiele, Stephen.
    In: Cambridge Working Papers in Economics.
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21. Matrix Exponential Stochastic Volatility with Cross Leverage. (2013). Omori, Yasuhiro ; Ishihara, Tsunehiro ; Asai, Manabu.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2013cf904.

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22. Identification and Identification Failure for Treatment Effects Using Structural Systems. (2013). Chalak, Karim ; White, Halbert.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:32:y:2013:i:3:p:273-317.

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23. Perturbation Analysis of Indices of Lifespan Variability. (2013). Caswell, Hal ; Raalte, Alyson .
    In: Demography.
    RePEc:spr:demogr:v:50:y:2013:i:5:p:1615-1640.

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24. Further Results on Identification of Structural VAR Models. (2013). Kocięcki, Andrzej ; Kociecki, Andrzej .
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25. On the identification of structural linear functionals. (2013). Escanciano, Juan Carlos ; Li, Wei.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:48/13.

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26. Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. (2013). LINTON, OLIVER ; Battey, Heather.
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    RePEc:ifs:cemmap:15/13.

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27. GMM estimation of spatial autoregressive models with moving average disturbances. (2013). Taspinar, Suleyman ; Dogan, Osman ; Tapnar, Suleyman ; Doan, Osman.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:43:y:2013:i:6:p:903-926.

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28. GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2013). Taspinar, Suleyman ; Dogan, Osman.
    In: Working Papers.
    RePEc:cgc:wpaper:001.

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29. On moment conditions for quasi-maximum likelihood estimation of multivariate ARCH models. (2012). Zaffaroni, Paolo ; Avarucci, Marco ; Beutner, Eric.
    In: DSS Empirical Economics and Econometrics Working Papers Series.
    RePEc:sas:wpaper:20121.

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30. Biases of Correlograms and of AR Representations of Stationary Series. (2012). Abadir, Karim ; Larsson, Rolf.
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    RePEc:rim:rimwps:24_12.

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31. The Square Root of a Matrix. (2012). Abadir, Karim.
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32. CUE with many weak instruments and nearly singular design. (2012). Caner, Mehmet ; Yldz, Nee .
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    RePEc:eee:econom:v:170:y:2012:i:2:p:422-441.

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33. Perturbation analysis of indices of lifespan variability. (2012). Caswell, Hal ; van Raalte, Alyson A..
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    RePEc:dem:wpaper:wp-2012-004.

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34. A Generalized Spatial Panel Data Model with Random Effects. (2012). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi.
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    RePEc:ces:ceswps:_3930.

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35. A demand system for input factors when there are technological changes in production. (2011). Hungnes, Håvard.
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36. On Kronecker Products, Tensor Products And Matrix Differential Calculus. (2011). Pollock, David.
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37. Goodness of fit tests in stochastic frontier models. (2011). Wang, Wei Siang ; Schmidt, Peter ; Amsler, Christine.
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38. Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. (2011). Varneskov, Rasmus Tangsgaard.
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39. Feedback Nash Equilibria for Descriptor Differential Games Using Matrix Projectors. (2010). Engwerda, Jacob ; Reddy, P. V..
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40. A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2010). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; André Lucas, .
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41. Generalized Methods of Trimmed Moments. (2009). Cizek, Pavel.
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42. A Generalized Spatial Panel Data Model with Random Effects. (2009). Egger, Peter ; Baltagi, Badi ; Pfafermayr, Michael .
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43. Testing for a Unit Root in a Random Coefficient Panel Data Model. (2009). Westerlund, Joakim ; Larsson, Rolf.
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44. A result on output feedback linear quadratic control. (2008). Weeren, Arie ; Engwerda, Jacob ; Weeren, A. J. T. M., .
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45. Nelson-Plosser revisited: the ACF approach. (2008). Talmain, Gabriel ; Caggiano, Giovanni ; Abadir, Karim M.
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46. Optimal Bandwidth Choice for Interval Estimation in GMM Regression. (2008). Sun, Yixiao ; Phillips, Peter.
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47. Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past. (2008). Phillips, Peter ; Magdalinos, Tassos.
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48. Valuing American Style Options by Least Squares Methods. (2007). cerrato, mario ; Cheung, Kan Kwok.
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49. A Result on Output Feedback Linear Quadratic Control. (2006). Weeren, Arie ; Engwerda, Jacob ; Weeren, A. J. T. M., .
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50. Testing Equality of Covariance Matrices via Pythagorean Means. (1970). Phillips, Peter ; Cho, Jin Seo ; Peter C. B. Phillips, .
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