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Modelling seasonal fractionally integrated process with volatility and structural change
Dhliwayo, Lawrence, (2024)
Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series
Maxand, Simone, (2017)
Are environmental taxes effective in curbing air pollution? Evidence from the United Kingdom
Roy, Sharanya Basu, (2021)
Specification testing for regression models with dependent data
Hidalgo, Javier, (2008)
A bootstrap causality test for covariance stationary processes
Hidalgo, Javier, (2005)
Hidalgo, Javier, (2007)