1. A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model. (8th August 2016) Authors: Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro Journal: Econometric reviews Issue: Volume 35:Number 7(2016) Page Start: 1221 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A simple unit root testing methodology that does not require knowledge regarding the presence of a break. Issue 3 (16th March 2018) Authors: Sen, Amit Journal: Communications in statistics Issue: Volume 47:Issue 3(2018) Page Start: 871 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A small but practically useful modification to the Hodrick–Prescott filtering: A note. Issue 17 (2nd September 2017) Authors: Yamada, Hiroshi Journal: Communications in statistics Issue: Volume 46:Issue 17(2017) Page Start: 8430 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Adaptive LASSO estimation for ARDL models with GARCH innovations. (21st October 2017) Authors: Medeiros, Marcelo C.; Mendes, Eduardo F. Journal: Econometric reviews Issue: Volume 36:Number 6/9(2017) Page Start: 622 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns. Issue 1 (2nd January 2016) Authors: Ojeda Cunya, Junior A.; Rodríguez, Gabriel Journal: Macroeconomics and finance in emerging market economies Issue: Volume 9:Issue 1(2016) Page Start: 34 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Ethanol production in Brazil: empirical evidence based on persistence. Issue 4 (24th August 2018) Authors: Barros, Carlos; Gil-Alana, Luis A.; Wanke, Peter Journal: International journal of energy sector management Issue: Volume 12:Issue 4(2018) Page Start: 566 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Ethanol production in Brazil: empirical evidence based on persistence. Issue 4 (5th November 2018) Authors: Barros, Carlos; Gil-Alana, Luis A.; Wanke, Peter Journal: International journal of energy sector management Issue: Volume 12:Issue 4(2018) Page Start: 566 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Fractional integration and nonlinear deterministic trends in the analysis of time series data. Issue 14 (16th August 2017) Authors: Gil-Alana, Luis A.; Carcel, Hector Journal: Applied economics letters Issue: Volume 24:Issue 14(2017) Page Start: 991 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. GDP and population growth: Evidence of fractional cointegration with historical data from 1820 onwards. Issue 2 (11th March 2021) Authors: Gil-Alana, Luis; Font, Cecilia; Gil-López, Águeda Journal: Journal of economic studies Issue: Volume 49:Issue 2(2022) Page Start: 379 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Improved confidence sets for the date of a structural break. (19th April 2021) Authors: Yamazaki, Daisuke Journal: Econometric reviews Issue: Volume 40:Number 3(2021) Page Start: 257 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗