| Issue Date | Title | Author(s) |
| 7-Oct-1997 | Cointegration and Long-Horizon Forecasting | Christoffersen, Peter F.; Diebold, Francis X. |
| 2000 | A Small Sample Study of Goodness-of-fit Tests for Time Series Models | Chen, Willa W.; Deo, Rohit S. |
| 17-Oct-2001 | On testing the adequacy of stable processes under conditional heteroscedasticity | Deo, Rohit S. |
| 2000 | Estimation of Long Memory in Volatility | Deo, Rohit S.; Hurvich, C. M. |
| 23-Aug-1997 | Bootstrapping Multivariate Spectra | Berkowitz, Jeremy; Diebold, Francis X. |
| Oct-1998 | APPROXIMATING SEPARABLE NONLINEAR FUNCTIONS VIA MIXED ZERO-ONE PROGRAMS | Padberg, M. |
| Feb-2002 | Estimating long memory in volatility | Hurvich, Clifford M.; Moulines, Eric; Soulier, Philippe |
| 13-Jul-2009 | Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA Demand | Giloni, Avi; Hurvich, Clifford; Seshadri, Sridhar |
| 27-Sep-2011 | The Averaged Periodogram Estimator for a Power Law in Coherency | Sela, Rebecca J.; Hurvich, Clifford M. |
| 20-Nov-2012 | Drift in Transcation-Level Asset Price Models | Cao, Wen; Hurvich, Clifford; Soulier, Philippe |
