| Issue Date | Title | Author(s) |
| 29-Aug-2003 | Asymptotics for Duration-Driven Long Range Dependent Processes | Hsieh, Mengchen; Hurvich, Clifford M.; Souliery, Philippe |
| 27-Sep-2011 | The Averaged Periodogram Estimator for a Power Law in Coherency | Sela, Rebecca J.; Hurvich, Clifford M. |
| Oct-1998 | BROADBAND SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES USING FRACTIONAL EXPONENTIAL MODELS | Hurvich, Clifford M.; Brodsky, Julia |
| 13-Oct-2008 | Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models | Sela, Rebecca J.; Hurvich, Clifford M. |
| 16-May-2007 | Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility | Deo, Rohit; Soulier, Philippe; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
| 2-Jun-2009 | Conditions for the Propagation of Memory Parameter from Durations to Counts and Realized Volatility | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
| 17-Nov-2011 | Efficiency and Consistency for Regularization Parameter Selection in
Penalized Regression: Asymptotics and Finite-Sample Corrections | Flynn, Cheryl J.; Hurvich, Clifford M.; Simonoff, Jeffrey S. |
| Jan-1998 | AN EFFICIENT TAPER FOR POTENTIALLY OVERDIFFERENCED LONG-MEMORY TIME SERIES | Hurvich, Clifford M.; Chen, Willa W. |
| 8-Oct-2002 | Estimating Fractional Cointegration in the Presence of Polynomial Trends | Chen, Willa W.; Hurvich, Clifford M. |
| 6-Feb-2003 | Estimating fractional cointegration in the presence of polynomial trends | Chen, Willa W.; Hurvich, Clifford M. |
| Feb-2002 | Estimating long memory in volatility | Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe |
| Feb-1987 | Frequency Domain Bootstrap Methods For Time Series | Hurvich, Clifford M.; Zeger, Scott |
| May-2003 | The Local Whittle Estimator of Long Memory Stochastic Volatility | Hurvich, Clifford M.; Ray, Bonnie K. |
| Apr-2001 | The Local Whittle Estimator of Long Memory Stochastic Volatility | Hurvich, Clifford M.; Ray, Bonnie K. |
| Mar-1999 | MODEL SELECTION FOR BROADBAND SEMIPARAMETRIC ESTIMATION OF LONG MEMORY IN TIME SERIES | Hurvich, Clifford M. |
| 2000 | Multistep forecasting of long memory series using fractional exponential models | Hurvich, Clifford M. |
| 28-Jul-2004 | On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems For Long-Memory Time Series | Chen, Willa; Hurvich, Clifford M.; Lu, Yi |
| 2000 | ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS | Deo, Rohit S.; Hurvich, Clifford M. |
| 1998 | ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS | Deo, Rohit S.; Hurvich, Clifford M. |
| Jul-1998 | PLUG-IN SELECTION OF THE NUMBER OF FREQUENCIES IN REGRESSION ESTIMATES OF THE MEMORY PARAMETER OF A LONG-MEMORY TIME SERIES | Hurvich, Clifford M.; Deo, Rohit S. |
| 11-Dec-2009 | Predictive Regression With Order-p Autoregressive Predictor | Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi |
| 4-May-2004 | Predictive Regressions: A Reduced-Bias Estimation Method | Amihud, Yakov; Hurvich, Clifford M. |
| 26-Nov-2002 | Predictive Regressions: A Reduced-Bias Estimation Method | Amihud, Yakov; Hurvich, Clifford M. |
| 4-May-2004 | Predictive Regressions: A Reduced-Bias Estimation Method | Amihud, Yakov; Hurvich, Clifford M. |
| 8-Nov-2003 | Predictive Regressions: A Reduced-Bias Estimation Method | Amihud, Yakov; Hurvich, Clifford M. |
| 8-Nov-2005 | Propagation of Memory Parameter from Durations to Counts | Deo, Rohit; Hurvich, Clifford M.; Soulier, Philippe; Wang, Yi |
| 4-Dec-2006 | A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects | Hurvich, Clifford M.; Wang, Yi |
| 19-Nov-2004 | Semiparametric Estimation of Fractional Cointegrating Subspaces | Chen, Willa W.; Hurvich, Clifford M. |
| 2000 | TESTING FOR LONG MEMORY IN VOLATILITY | Hurvich, Clifford M.; Soulier, Philippe |
| 13-Jan-2005 | Tracing the Source of Long Memory in Volatility | Deo, Rohit; Hsieh, Mengchen; Hurvich, Clifford M. |
