Estimation and inference for impulse response functions from univariate strongly persistent processes

Testing for Neglected Nonlinearity in Long Memory Models

Baillie, Richard T., (2005)

Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates

Baillie, Richard T., (2006)

Nonlinear models for strongly dependent processes with financial applications

Baillie, Richard T., (2008)