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1. Testing for the cointegration rank between Periodically Integrated processes. (2022). del Barrio Castro, Tomás.
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2. On cointegration for processes integrated at different frequencies. (2022). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R.
   In: Journal of Time Series Analysis.
   RePEc:bla:jtsera:v:43:y:2022:i:3:p:412-435.

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3. Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio, Tomas.
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4. Testing for the cointegration rank between Periodically Integrated processes. (2021). del Barrio Castro, Tomás.
   In: MPRA Paper.
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5. On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca.
   In: MPRA Paper.
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6. Maintenance management based on Machine Learning and nonlinear features in wind turbines. (2020). Garcia, Fausto Pedro ; Gomez, Carlos Quiterio ; Zhang, Long ; Jimenez, Alfredo Arcos.
   In: Renewable Energy.
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7. Generalized high-dimensional trace regression via nuclear norm regularization. (2019). Fan, Jianqing ; Gong, Wenyan ; Zhu, Ziwei.
   In: Journal of Econometrics.
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8. Data-based mechanistic modelling and forecasting globally averaged surface temperature. (2018). Young, Peter C.
   In: International Journal of Forecasting.
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9. Times Series: Cointegration. (2014). Johansen, Soren.
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10. Tests for real and complex unit roots in vector autoregressive models. (2014). Nyblom, Jukka ; Suomala, Jaakko .
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11. Times Series: Cointegration. (2014). Johansen, Soren.
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12. Stock index forecasting based on a hybrid model. (2012). Wang, Jian-Zhou ; Zhang, Zhe-George ; Guo, Shu-Po .
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13. Modelling Comovements of Economic Time Series: A Selective Survey. (2011). Cubadda, Gianluca ; Centoni, Marco.
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14. Generalized method of moments estimation for cointegrated vector autoregressive models. (2011). Cho, Sinsup ; Ahn, Sung K. ; Park, Suk K..
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15. Cointegration analysis with state space models. (2010). Wagner, Martin.
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16. Cointegration Analysis with State Space Models. (2010). Wagner, Martin.
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17. Commodity futures and market efficiency: A fractional integrated approach. (2010). Fernandez, Viviana.
    In: Resources Policy.
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18. The pricing of temperature futures at the Chicago Mercantile Exchange. (2010). Dorfleitner, Gregor ; Wimmer, Maximilian.
    In: Journal of Banking & Finance.
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19. Bonferroni correction for seasonal cointegrating ranks. (2009). Seong, Byeongchan .
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20. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
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21. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
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22. Seasonally specific model analysis of UK cereals prices. (2005). Kostov, Philip ; Lingard, John .
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23. Small-sample improvements in the statistical analysis of seasonally cointegrated systems. (2005). Omtzigt, Pieter ; Cubadda, Gianluca.
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24. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2004). Busetti, Fabio.
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25. Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance. (2004). Thomakos, Dimitrios ; Guerard, John Jr., .
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26. Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors. (2004). Shin, Dong Wan ; Oh, Man-Suk .
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27. Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration. (2004). Cho, Sinsup ; Seong, Chan B. ; Ahn, Sung K..
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28. Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems. (2003). Omtzigt, Pieter ; Cubadda, Gianluca.
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29. Unmasking the Theta method. (2003). Hyndman, Rob ; Billah, Baki.
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30. Forecasting combination and encompassing tests. (2003). Fang, Yue.
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31. A simple neural network for ARMA(p,q) time series. (2001). Hwarng, Brian H. ; Ang, H. T..
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32. Insights into neural-network forecasting of time series corresponding to ARMA(p,q) structures. (2001). Hwarng, Brian H..
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33. Forecasting models and prediction intervals for the multiplicative Holt-Winters method. (2001). Snyder, Ralph ; Ord, Keith ; Koehler, Anne B..
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34. Genetic algorithms for the identification of additive and innovation outliers in time series. (2001). Calzini, Claudio ; Baragona, Roberto ; Battaglia, Francesco.
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35. Automatic ARIMA modeling including interventions, using time series expert software. (2000). Melard, G. ; Pasteels, J. -M., .
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36. Comparing seasonal components for structural time series models. (2000). Proietti, Tommaso.
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37. Complex Reduced Rank Models for Seasonally Cointegrated Time Series. (2000). Cubadda, Gianluca.
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38. Common cycles in seasonal non?stationary time series. (1999). Cubadda, Gianluca.
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39. On the consistency of backward-looking expectations: The case of the cobweb. (1998). Hommes, Cars.
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40. Forecasting of seasonal cointegrated processes. (1997). Reimers, Hans-Eggert.
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41. Common cycles in seasonally cointegrated time series. (1996). Ahn, Sung K..
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42. A NOTE ON TESTING FOR SEASONAL COINTEGRATION USING PRINCIPAL COMPONENTS IN THE FREQUENCY DOMAIN. (1995). Cubadda, Gianluca.
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