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Advances in Forecasting Under Instability
Rossi, Barbara, (2013)
Advances in forecasting under instability
Rossi, Barbara, (2011)
Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data?
Abeysinghe, Tilak, (2017)
Optimal tests for nested model selection with underlying parameter instability
Rossi, Barbara, (2005)
Expectations hypotheses tests and predictive regressions at long horizons
Exchange rate predictability