| Publication | Date of Publication | Type |
|---|
| Large returns, conditional correlation and portfolio diversification: a value-at-risk approach | 2019-01-14 | Paper |
| Investigating Causal Relations by Econometric Models and Cross-spectral Methods | 2017-07-20 | Paper |
| Useful conclusions from surprising results | 2017-05-12 | Paper |
| Some thoughts on the development of cointegration | 2016-08-04 | Paper |
| Common factors in conditional distributions for bivariate time series | 2016-06-10 | Paper |
| Opening comments: Predictive methodology and application in economics and finance.: presentation for the San Diego conference, January, 2004 | 2016-06-10 | Paper |
| Structural attribution of observed volatility clustering | 2016-06-10 | Paper |
| Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam | 2016-05-04 | Paper |
| Introduction to m-m processes | 2016-04-18 | Paper |
| The past and future of empirical finance: some personal comments | 2016-04-01 | Paper |
| Modelling Nonlinear Economic Time Series | 2014-06-27 | Paper |
| Consideration of Trends in Time Series | 2013-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3099626 | 2011-12-01 | Paper |
| Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models? | 2010-07-02 | Paper |
| Personal Comments on Yoon's Discussion of My 1957 Paper | 2010-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5455534 | 2008-04-03 | Paper |
| Forecasting Performance of Information Criteria with Many Macro Series | 2007-09-11 | Paper |
| Dynamics of Model Overfitting Measured in terms of Autoregressive Roots | 2006-12-08 | Paper |
| A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING | 2005-10-18 | Paper |
| FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS | 2004-09-07 | Paper |
| Aggregation of space-time processes. | 2004-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4424869 | 2003-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4424870 | 2003-09-07 | Paper |
| Properties of nonlinear transformations of fractionally integrated processes. | 2003-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2783442 | 2002-04-16 | Paper |
| Macroeconometrics -- past and future. (With comments) | 2001-01-01 | Paper |
| Data mining with local model specification uncertainty: a discussion of Hoover and Perez | 2000-10-26 | Paper |
| Nonlinear stochastic trends | 2000-09-24 | Paper |
| Extracting information from mega‐panels and high‐frequency data | 1999-11-09 | Paper |
| Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence | 1999-11-08 | Paper |
| Comments on testing economic theories and the use of model selection criteria | 1999-11-08 | Paper |
| A simple nonlinear time series model with misleading linear properties | 1999-04-28 | Paper |
| REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY | 1999-04-22 | Paper |
| The effect of aggregation on nonlinearity | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369003 | 1998-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4397010 | 1998-06-23 | Paper |
| An introduction to stochastic unit-root processes | 1998-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356540 | 1998-01-22 | Paper |
| Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions | 1997-11-18 | Paper |
| Varieties of long memory models | 1997-01-19 | Paper |
| Modeling volatility persistence of speculative returns: a new approach | 1996-01-01 | Paper |
| Modelling Nonlinear Relationships between Extended-Memory Variables | 1995-06-19 | Paper |
| USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS | 1995-02-06 | Paper |
| Implications of seeing economic variables through an aggregation window | 1994-09-19 | Paper |
| Some generalizations on the algebra of I(1) processes | 1993-08-25 | Paper |
| Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests | 1993-05-16 | Paper |
| Seasonal cointegration. The Japanese consumption function (with discussion) | 1993-02-04 | Paper |
| NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES | 1991-01-01 | Paper |
| Seasonal integration and cointegration | 1990-04-01 | Paper |
| Seasonal integration and cointegration | 1990-01-01 | Paper |
| Reasonable extreme-bounds analysis | 1990-01-01 | Paper |
| MODELS THAT GENERATE TRENDS | 1988-01-01 | Paper |
| Co-Integration and Error Correction: Representation, Estimation, and Testing | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783791 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700658 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321308 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339131 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3316438 | 1982-01-01 | Paper |
| Long memory relationships and the aggregation of dynamic models | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327591 | 1980-01-01 | Paper |
| Advertising and Aggregate Consumption: An Analysis of Causality | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3908728 | 1980-01-01 | Paper |
| AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING | 1980-01-01 | Paper |
| Experience with using the Box-Cox transformation when forecasting economic time series | 1979-01-01 | Paper |
| Nearer-Normality and Some Econometric Models | 1979-01-01 | Paper |
| On the invertibility of time series models | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3917379 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4158357 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4166100 | 1977-01-01 | Paper |
| The use of \(R^2\) to determine the appropriate transformation of regression variables | 1976-01-01 | Paper |
| Tendency towards normality of linear combinations of random variables | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4113288 | 1976-01-01 | Paper |
| Spurious regressions in econometrics | 1974-01-01 | Paper |
| "Infinite Variance" and Research Strategy in Time Series Analysis | 1972-01-01 | Paper |
| Prediction with a Generalized Cost of Error Function | 1969-01-01 | Paper |
| Some Aspects of the Random walk Model of Stock Market Prices | 1968-01-01 | Paper |
| A Quick Test for Slippage | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5335806 | 1964-01-01 | Paper |
| A Quick Test for Serial Correlation Suitable for Use with Non-Stationary Time Series | 1963-01-01 | Paper |
| Economic processes involving feedback | 1963-01-01 | Paper |
