Introduction to Modern Time Series Analysis
Stochastic Processes and Calculus
Seasonal Unit Root Tests Under Structural Breaks
The Proof of the Poem is in this Reading
(When) Should Cointegrating Regressions be Detrended?
Inflation-unemployment Tradeoff and Regional Labor Market Data
Wealth and Consumption
A Residual Based LM Test for Fractional Cointegration
The Effect of Linear Time Trends on Cointegration Testing in Single Equations
On Critical Values of Tests Against a Change in Persistence
Detecting Multiple Breaks in Long Memory
Cointegration Testing in Single Error-correcion Equations in the Presence of Linear Time Trends
Residual Log-periodogram Inference for Long-run Relationships
Nonsense Regressions Due to Time-varying Means
The Effect of Linear Time Trends on Residual-based Tests for the Null of Cointegration
Testing for the General Fractional Unit Root Hypothesis in the Time Domain
Forecasting Money Market Rates in the Unified Germany
Autoregressive Distributed Lag Models and Cointegration
Detecting Multiple Breaks in Long Memory