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Treating Time with All Due Seriousness
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Treating Time with All Due Seriousness (2016)Treating Time with All Due SeriousnessTaking Time Seriously (2008)Taking Time SeriouslyDynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Dynamic Models for Dynamic Th…An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (2005)An empirical investigation of…Long memory and regime switching (2001)Long memory and regime switch…You must remember this: dealing with long memory in political analyses (2000)You must remember this: deali…Stochastic Permanent Breaks (1999)Stochastic Permanent BreaksOccasional Structural Breaks and Long Memory (1999)Occasional Structural Breaks …Near-Integrated Data and the Analysis of Political Relationships (1997)Near-Integrated Data and the …Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…Dynamic Econometrics (1995)Dynamic EconometricsCo-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Modeling long-run behavior with the fractional ARIMA model (1992)Modeling long-run behavior wi…Comparing Dynamic Specifications: The Case of Presidential Approval (1991)Comparing Dynamic Specificati…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Are Output Fluctuations Transitory? (1987)How Big Is the Random Walk in GNP? (1988)Some advances in non‐linear and adaptive modelling in time‐series (1994)Long Memory in Inflation Rates: International Evidence (1995)Multifractality in Asset Returns: Theory and Evidence (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The theory and practice of econometrics (1986)Social democrats and the new partisan politics of public investment in education (2008)From myth to reality: Globalisation and public spending in OECD countries revisited (2009)Labour market- versus life course-related social policies: understanding cross-programme differences (2011)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Taking Time Seriously: Time-Series-Cross-Section Analysis with a Binary Dependent Variable (1998)Grandparental investment: Past, present, and future (2010)Modeling Dynamics in Time-Series–Cross-Section Political Economy Data (2011)Financialization and U.S. Income Inequality, 1970–2008 (2013)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Social capital on facebook (2011)Shifting public opinion on climate change: an empirical assessment of factors influencing concern over climate change in the U.S., 2002–2010 (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Modelling Extremal Events (1997)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns (2004)Chapter 8 Growth Econometrics (2005)Volatility Is Rough (2018)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Political Choice in Britain (2004)Exact Local Whittle Estimation of Fractional \nIntegration (2002)Social Capital and the Dynamics of Trust in Government (2007)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)
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References

  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
  • 1995Dynamic Econometrics1,199 cited
  • 2001Long memory and regime switching1,162 cited
  • 2008Taking Time Seriously1,010 cited
  • 2005Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables926 cited
  • 1992Modeling long-run behavior with the fractional ARIMA model352 cited
  • 1991Comparing Dynamic Specifications: The Case of Presidential Approval198 cited
  • 1999Stochastic Permanent Breaks186 cited
  • 2005An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series175 cited
  • 1999Occasional Structural Breaks and Long Memory154 cited
  • 1997Near-Integrated Data and the Analysis of Political Relationships94 cited
  • 2000You must remember this: dealing with long memory in political analyses87 cited

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