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Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza, (2023)
Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks
Dungey, Mardi H., (2017)
Equity premium prediction with structural breaks : a two-stage forecast combination approach
Yin, Anwen, (2019)
Moving average conditional heteroscedastic processes
Yang, Minxian, (1992)
On cointegration test for VAR models with drift
Yang, Minxian, (1995)
Testing for cointegration within the Box-Tiao procedure
Bewley, Ronald A., (1993)