23 Key Publications

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  Dittmann, I. and Granger, C.W.J. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133.

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  Gilboa, I., Schmeidler, D. and Wakker, P.P. (2002). Utility in Case-Based Decision Theory Journal of Economic Theory, 105:483--502.

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  Kleibergen, F.R. and Paap, R. (2002). Priors, posteriors and bayes factors for a Bayesian analysis of cointegration Journal of Econometrics, 111(2):223--249.