Articles
The Hodrick-Prescott Filter, a Generalization, and a New Procedure for Extracting an Empirical Cycle from a Series
Jonathan J. Reeves, Conrad A. Blyth, Christopher M. Triggs, and John P. Small
A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems
Panagiotis Mantalos
Algorithms
Time-Series Near-Neighbor Regression
Ted Jaditz and Leigh A. Riddick
A Generalized Fast Algorithm for BDS-Type Statistics
David Mayer-Foulkes