-
Cantwell, J. and L. Piscitello
"A Note on the Causality Between Technological Diversification and Internationalisation,"
(DP No. 52, Vol. VI (1997/1998)).
-
Brooks, C. and S. P. Burke "Large
and Small Sample Information Criteria for GARCH Models Based on the Estimation
of the Kullback-Leibler Discrepency," (DP No. 53, Vol. VI (1997/1998)).
-
Brooks, C. and S. P. Burke "Forecasting
Exchange Rate Volatility using Conditional Variance Models Selected by
Information Criteria," (DP No. 54, Vol. VI (1997/1998)).
-
Burke, S. P and J. Hunter "The
Impact of Moving Average Behaviour on the Johansen Trace Test for Cointegration,"
(DP No. 55, Vol. VII (1998/1999)).
-
Brooks, C.
and S. P. Burke "Selecting Amongst Non-Nested Conditional Variance
Models: Information Criteria and Portfolio Determination,'' (DP No. 56,
Vol VIII (1999/2000))
-
Patterson, K. D. "Finite Sample
Bias of the Least Squares Estimator in an AR(p) Model; Estimation, Inference,
Simulation and Examples," (DP No. 57, Vol. VIII (1999/2000))
-
Gonzalo, J.
and J. Y. Pitarakis "Lag Length Estimation in Large Dimensional Systems,''
(DP No. 58, Vol. VIII (1999/2000))
-
Patterson,
K. D. "Which Vintage of Data To Use When There Are Multiple Vintages
of Data? Cointegration, Weak Exogeneity and Common Factors,'' (DP No. 59,
Vol. VIII (1999/2000)).
-
Brooks, C.
and A. Rew "Identification of the Break Date in a Potentially
Nonstationary Series with a Structural Break," (DP No. 60,
Vol VIII (1999/2000))
-
Gonzalo, J.
and J. Y. Pitarakis "Estimation and Model-Selection based Inference
in Single and Multiple Threshold Models," (DP No. 61, Vol.
VIII (1999/2000)) [qtdp61.pdf]
[revision (04/2001): qtdp61r.pdf]
-
Pitarakis,
J.Y "Change-Point Estimation under omitted variance shifts," (DP No.
62, Vol VIII (1999/2000))
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