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Random coefficient continuous systems : testing for extreme sample path behaviour
Tao, Yubo (Robert), (2017)
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo, (2009)
Forecasting with medium and large Bayesian VARs
Koop, Gary, (2013)
"Objective" Bayesian unit root tests
Koop, Gary, (1992)
Aggregate shocks and macroeconomic fluctuations : a Bayesian approach