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Macroeconometrics - Past and future. Journal of Econometrics, 100 (1): 17--19 (January 2001)An introduction to stochastic unit-root processes, and . Journal of Econometrics, 80 (1): 35--62 (September 1997)Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns, and . Journal of Empirical Finance, 11 (3): 399--421 (June 2004)Aggregation of space-time processes, and . Journal of Econometrics, 118 (1-2): 7--26 (00 2004)Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests, , and . Journal of Econometrics, 56 (3): 269--290 (April 1993)Empirical modeling in economics. Cambridge Univ. Press, Cambridge u.a., (1999)Comparing forecasts of inflation using time distance, and . International Journal of Forecasting, 19 (3): 339--349 (00 2003)A long memory property of stock market returns and a new model, , and . Journal of Empirical Finance, 1 (1): 83--106 (June 1993)Handbook of Economic Forecasting, and . Volume 1, chapter Chapter 2 Forecasting and Decision Theory, page 81--98. Elsevier, (2006)Long-term forecasting and evaluation, and . International Journal of Forecasting, 23 (4): 539--551 (00 2007)