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The sequential fitting of subset autoregressions with a forgetting factor
Brailsford, Timothy J., (2004)
Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships
Brailsford, T. J., (2005)
AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS
BRAILSFORD, T. J., (2006)