| Publication | Date of Publication | Type |
|---|
| Spurious nonlinear regressions in econometrics | 2013-01-02 | Paper |
| Spurious regressions with stationary processes around linear trends | 2013-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3084275 | 2011-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474891 | 2006-06-26 | Paper |
| Examination of Some More Powerful Modifications of the Dickey–Fuller Test | 2006-05-24 | Paper |
| More powerful modifications of unit root tests allowing structural change | 2006-01-10 | Paper |
| Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification | 2005-05-20 | Paper |
| Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process | 2005-05-20 | Paper |
| A Direct Test for Cointegration Between a Pair of Time Series | 2005-05-20 | Paper |
| Tests for a change in persistence against the null of difference‐stationarity | 2004-03-17 | Paper |
| Testing for Linear Trend with Application to Relative Primary Commodity Prices | 2004-03-16 | Paper |
| Unit root tests with a break in innovation variance. | 2003-02-17 | Paper |
| Analysis of a panel of UK macroeconomic forecasts | 2002-08-07 | Paper |
| Seasonal unit root tests with seasonal mean shifts | 2002-07-31 | Paper |
| Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis | 2001-09-02 | Paper |
| The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective | 2001-08-17 | Paper |
| Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis | 2001-07-31 | Paper |
| Unit Roots and Asymmetric Smooth Transitions | 2000-05-24 | Paper |
| The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis | 1999-11-25 | Paper |
| Spurious rejections by Dickey-Fuller tests in the presence of a break under the null | 1999-09-22 | Paper |
| On the Size Properties of Phillips-Perron Tests | 1999-09-14 | Paper |
| Bayesian Comparison of ARIMA and Stationary ARMA Models | 1999-05-10 | Paper |
| Computation of the Beveridge--Nelson decomposition for multivariate economic time series | 1999-01-12 | Paper |
| Unit roots and smooth transitions | 1998-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356541 | 1998-01-05 | Paper |
| The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag | 1997-02-28 | Paper |
| Spurious number of breaks | 1997-02-27 | Paper |
| BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS | 1996-10-28 | Paper |
| A GENERALIZED VARIANCE RATIO TEST OF ARIMA (p, 1, q) MODEL SPECIFICATION | 1995-12-13 | Paper |
| LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE | 1994-06-29 | Paper |
| Bias in the sample autocorrelations of fractional noise | 1994-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3994755 | 1992-09-17 | Paper |
| Some Recent Developments in Time Series Analysis. III, Correspondent Paper | 1988-01-01 | Paper |
| Estimating Trend and Growth Rates in Seasonal Time Series | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783791 | 1986-01-01 | Paper |
| Testing causality using efficiently parametrized vector ARMA models | 1986-01-01 | Paper |
| Some Recent Developments in Time Series Analysis: II, Correspondent Paper | 1984-01-01 | Paper |
| Some Recent Developments in Time Series Analysis, Correspondent Paper | 1981-01-01 | Paper |
| On the Bias in Estimates of Forecast Mean Squared Error | 1981-01-01 | Paper |
| Finite sample properties of estimators for autoregressive moving average models | 1980-01-01 | Paper |
| The equivalence of two tests of time series model adequacy | 1980-01-01 | Paper |
| Forecasting with Misspecified Models | 1980-01-01 | Paper |
| Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893182 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862911 | 1979-01-01 | Paper |
| Error Mis-Specification and Spurious Regressions | 1978-01-01 | Paper |
| Feedback Induced by Measurement Errors | 1978-01-01 | Paper |
| Significance levels of the Box-Pierce portmanteau statistic in finite samples | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4166100 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4113288 | 1976-01-01 | Paper |
| The use of \(R^2\) to determine the appropriate transformation of regression variables | 1976-01-01 | Paper |
| The Principles of the Box-Jenkins Approach | 1975-01-01 | Paper |
| Spurious regressions in econometrics | 1974-01-01 | Paper |
| The exact likelihood function for a mixed autoregressive-moving average process | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5684122 | 1973-01-01 | Paper |
| Optimum allocation in stratified two-phase sampling for proportions | 1971-01-01 | Paper |
