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2. Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts. (2020). Hungnes, Håvard.
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3. Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations. (2020). Hungnes, Håvard.
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4. Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures. (2020). Skjerpen, Terje ; Hungnes, Håvard ; Helliesen, Magnus Kvle.
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5. Extracting Information from Different Expectations. (2020). Martinez, Andrew.
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2. Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Di Matteo, T. ; Aste, T..
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3. A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change. (2005). Perron, Pierre ; Deng, Ai.
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4. Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella.
   In: Econometrics.
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5. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
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6. Short Run and Long Run Causality in Time Series: Inference. (2003). Renault, Eric ; Pelletier, Denis ; Dufour, Jean-Marie.
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7. Tests of conditional predictive ability. (2003). Giacomini, Raffaella.
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8. Improved nonparametric confidence intervals in time series regressions. (2002). Wolf, Michael ; Romano, Joseph P..
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9. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
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10. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
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11. Efficient Regression in Time Series Partial Linear Models. (2002). Xiao, Zhijie ; Phillips, Peter ; Guo, Binbin.
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12. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence. (2002). Sul, Donggyu ; Phillips, Peter.
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13. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
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14. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
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15. Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests. (2001). Wohar, Mark ; Carlson, John ; Pelz, Eduard A..
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16. Improved nonparametric confidence intervals in time series regressions. (2001). Wolf, Michael ; Romano, Joseph P..
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17. A Dynamic Analysis of the Market for Wide-Bodied Commercial Aircraft. (2000). Benkard, Lanier C..
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18. The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis. (2000). Kuan, Chung-Ming ; Chen, Yi-Ting.
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19. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
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20. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin.
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21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang.
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22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
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23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
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24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Berkowitz, Jeremy ; Birgean, Ionel.
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25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
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27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
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28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
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29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
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30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
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31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
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32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian.
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33. Bootstrap Testing for Fractional Integration. (1997). Gredenhoff, Mikael P. ; Andersson, Michael K..
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34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
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35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
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36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
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37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
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38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin.
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39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
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40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy.
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41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
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42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
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43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
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44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
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45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
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46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
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47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
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48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
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49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
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50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
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