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Recent advances in nonstationary time series: A festschrift in honor of Peter C.B. Phillips
–Roberto S. Mariano, Zhijie Xiao, Jun Yu [] []

Useful conclusions from surprising results
–Clive W.J. Granger [] []

Robustifying multivariate trend tests to nonstationary volatility
–Ke-Li Xu [] []

Cointegrating rank selection in models with time-varying variance
–Xu Cheng, Peter C.B. Phillips [] []

Mean and autocovariance function estimation near the boundary of stationarity
–Liudas Giraitis, Peter C.B. Phillips [] []

Mildly explosive autoregression under weak and strong dependence
–Tassos Magdalinos [] []

Testing for unit roots in the presence of uncertainty over both the trend and initial condition
–David I. Harvey, Stephen J. Leybourne, A.M. Robert Taylor [] []

Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
–Donald W.K. Andrews, Patrik Guggenberger [] []

Robust inference in nonstationary time series models
–Zhijie Xiao [] []

Model selection criteria for the leads-and-lags cointegrating regression
–In Choi, Eiji Kurozumi [] []

Model selection when there are multiple breaks
–Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry [] []

Model selection in the presence of nonstationarity
–Jae-Young Kim [] []

Optimal estimation under nonstandard conditions
–Werner Ploberger, Peter C.B. Phillips [] []

Exact local Whittle estimation of fractionally cointegrated systems
–Katsumi Shimotsu [] []

Stationarity-based specification tests for diffusions when the process is nonstationary
–Yacine Aït-Sahalia, Joon Y. Park [] []

Persistence-robust surplus-lag Granger causality testing
–Dietmar Bauer, Alex Maynard [] []

Spurious regressions in technical trading
–Mototsugu Shintani, Tomoyoshi Yabu, Daisuke Nagakura [] []

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