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Exact maximum likelihood estimation of ARCH models (Working paper) - Francis X Diebold
Long memory and regime switching (NBER technical working papers) - Francis X Diebold
Exact maximum likelihood estimation of observation-driven econometric models (Technical working paper series) - Francis X Diebold
Modeling volatility dynamics (Research paper) - Francis X Diebold
Random walks versus fractional integration: Power comparisons of scalar and joint tests of the variance-time function (Finance and economics discussio - Francis X Diebold
Unit roots in economic time series: A selective survey (Finance and economics discussion series) - Francis X Diebold
Unit root tests are useful for selecting forecasting models (NBER working paper series) - Francis X Diebold
State space modelling of time series: A review essay (Finance and economics discussion series) - Francis X Diebold
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