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2. Panel analysis of home prices in the primary and secondary market in 17 largest cities in Poland. (2014). Olszewski, Krzysztof ; Leszczyski, Robert.
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   RePEc:pra:mprapa:59017.

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1. Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form. (2016). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
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   RePEc:qed:wpaper:1324.

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2. Persistence in Convergence: Some further results. (2016). Yazgan, Ege ; Stengos, Thanasis ; Ozkan, Harun.
   In: Working Papers.
   RePEc:gue:guelph:2016-05.

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3. Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gunay, Samet ; Gnay, Samet .
   In: IJFS.
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4. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
   In: Working Papers.
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5. High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
   In: Working Papers.
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6. Forecasting long memory series subject to structural change: A two-stage approach. (2015). Dias, Gustavo Fruet ; Papailias, Fotis.
   In: International Journal of Forecasting.
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7. Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence. (2015). Laurent, Sébastien ; Hecq, Alain ; Chevillon, Guillaume.
   In: ESSEC Working Papers.
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8. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
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9. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks. (2015). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
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10. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodriguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir.
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11. High versus Low Inflation: Implications for Price-Level Convergence. (2014). YILMAZKUDAY, HAKAN ; Yazgan, Ege.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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12. Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process. (2014). Bardet, Jean-Marc ; Tudor, Ciprian.
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13. The persistence and asymmetric volatility in the Nigerian stock bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis.
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14. Modified information criteria and selection of long memory time series models. (2014). Kapetanios, George ; Baillie, Richard T. ; Papailias, Fotis.
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16. Long memory in US real output per capita. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
    In: Empirical Economics.
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17. Comovement in Euro Area Housing Prices: A Fractional Cointegration Approach. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; André, Christophe ; Andre, Christophe.
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19. Long memory in the ukrainian stock market and financial crises. (2013). Plastun, Alex ; Makarenko, Inna ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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20. Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets. (2013). PEGUIN-FEISSOLLE, Anne ; Boubaker, Heni.
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21. A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper.
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22. Testing for a break in trend when the order of integration is unknown. (2013). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; Robert Taylor, A. M., .
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23. Unemployment in the US. Unemployment rate versus claimant counts. Mean reversion, persistence or hysteresis. (2013). Gil-Alana, Luis ; Jiang, Liang.
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24. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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25. Long Memory in the Ukrainian Stock Market. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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26. Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate. (2013). Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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27. A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper.
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28. Inflation Convergence in Central and Eastern Europe with a View to Adopting the Euro. (2012). Taylor, Karl ; Gil-Alana, Luis ; Cuestas, Juan.
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29. Persistence in Real Exchange Rate Convergence. (2012). Yazgan, Ege ; Stengos, Thanasis.
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30. Comparaison of several estimation procedures for long term behavior. (2012). GUEGAN, Dominique ; Lu, Zhiping ; Zhu, BeiJia .
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31. Persistence in Real Exchange Rate Convergence.. (2012). Yazgan, Ege ; Stengos, Thanasis.
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32. Comovements among U.S. state housing prices: Evidence from fractional cointegration. (2012). Payne, James ; Gil-Alana, Luis ; Barros, Carlos Pestana.
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33. Testing the Marshall-Lerner Condition in Kenya. (2012). Mudida, Robert ; Gil-Alana, Luis ; Caporale, Guglielmo Maria.
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34. Long Memory in German Energy Price Indices. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Barros, Carlos P..
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35. Long Memory in German Energy Price Indices. (2012). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Barros, Carlos Pestana.
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36. Stock market prices in China. Efficiency, mean reversion, long memory volatility and other implicit dynamics. (2011). Gil-Alana, Luis ; Cao, Yun.
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37. Persistence in Convergence. (2011). Yazgan, Ege ; Stengos, Thanasis.
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38. An I() model with trend and cycles. (2011). Abadir, Karim ; Distaso, Walter ; Giraitis, Liudas.
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39. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
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40. An I() model with trend and cycles. (2011). Abadir, Karim ; Distaso, Walter ; Giraitis, Liudas.
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41. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
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42. Persistence in Convergence. (2011). Yazgan, Ege ; Stengos, Thanasis.
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43. An I(d) model with trend and cycles. (2011). Giraitis, Liudas ; Abadir, Karim ; Distaso, Walter.
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44. Estimation of fractional integration under temporal aggregation. (2011). Hassler, Uwe.
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45. Local Whittle estimation of multi‐variate fractionally integrated processes. (2011). Nielsen, Frank S..
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46. Estimators of long-memory: Fourier versus wavelets. (2009). Taqqu, Murad S. ; Fa, Gilles ; Roueff, Franois ; Moulines, Eric.
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47. Two estimators of the long-run variance: Beyond short memory. (2009). Giraitis, Liudas ; Abadir, Karim ; Distaso, Walter.
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48. Local Whittle estimation of multivariate fractionally integrated processes. (2009). Nielsen, Frank.
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49. Local polynomial Whittle estimation covering non-stationary fractional processes. (2008). Nielsen, Frank.
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50. Log Periodogram Regression: The Nonstationary Case. (2006). Phillips, Peter ; Kim, Chang Sik.
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