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Title: Forecasting Dynamic Time Series in the Presence of Deterministic Components
Author: Ng, Serena, Vogelsang, Timothy
Date: 1999
Genre: working paper

Title: A New Look at Panel Testing of Stationarity and the PPP Hypothesis
Author: Bai, Jushan, Ng, Serena
Date: 2001
Genre: working paper

Title: Forward Premiums and Market Efficiency: Panel Unit-root Evidence from the Term Structure of Forward Premiums
Author: Barkoulas, John, Baum, Christopher, Chakraborty, Atreya
Date: 2000
Genre: working paper

Title: Threshold Autoregressions with a Unit Root
Author: Hansen, Bruce, Caner, Mehmet
Date: 1997
Genre: working paper

Title: Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
Author: Ng, Serena, Perron, Pierre
Date: 1997
Genre: working paper

Title: The Forward Rate Unbiasedness Hypothesis Revisited: Evidence from a New Test
Author: Delcoure, Natalya, Barkoulas, John, Baum, Christopher, Chakraborty, Atreya
Date: 2000
Genre: working paper

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