Financial Econometrics
Financial Modeling of the Equity Market
Panel Nowcasting for Countries Whose Quarterly GDPs are Unavailable
Quantitative Equity Investing
Energy Demand in Asian Developing Economies
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Econometrics
Global and National Macroeconometric Modelling
Persistence, Cointegration and Aggregation
Keynes on Econometrics
Reflections on "testing for Unit Roots in Heterogeneous Panels"
Weak and Strong Cross Section Dependence and Estimation of Large Panels
Oil Investment in the North Sea
Persistence of Shocks and Its Sources in a Multisectoral Model of UK Output Growth
Iranian Economy During the Pahlavi Era
Estimating Limited-dependent Rational Expectations Models
Panels with Nonstationary Multifactor Error Structures
Learning, Structural Instability and Present Value Calculations
Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence