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Cointegration analysis under measurement errors
Hassler, Uwe, (2009)
Measurement error : consequences, applications and solutions
Binner, Jane M., (2009)
Price errors from thin markets and their corrections : studies based on Taiwan's political futures markets
Chen, Shu-Heng, (2009)
Long memory testing in the time domain
Demetrescu, Matei, (2008)
Pitfalls of post-model-selection testing : experimental quantification
Demetrescu, Matei, (2011)
Sample autocorrelations of nonstationary fractionally integrated series
Hassler, Uwe, (1997)