| Issue Date | Title | Author(s) |
| 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. |
| Jan-2000 | The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium | Katz, Barbara G.; Owen, Joel |
| 2000 | An Empirical Study of Factors Relating to the Success of Broadway Shows | Simonoff, Jeffrey S.; Ma, Lan |
| 6-Feb-2003 | Estimating fractional cointegration in the presence of polynomial trends | Chen, Willa W.; Hurvich, Clifford M. |
| 8-Oct-2002 | 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 |
| 19-Dec-2002 | Estimation in the continuous time mover-stayer model with an application to bond ratings migration | Frydman, Halina; Kadam, Ashay |
| 9-Jan-2003 | Estimation in the Mixture of Markov Chains | Frydman, Halina |
| 25-Jul-2002 | Estimation of long memory in the presence of a smooth nonparametric trend | Hurvich, Clifford; Lang, Gabriel; Soulier, Philippe |
| 2000 | Estimation of Long Memory in Volatility | Deo, Rohit S.; Hurvich, C. M. |
| Nov-1998 | Evaluating Density Forecasts with Applications to Financial Risk Management | Diebold, Francis X.; Gunther, Todd A.; Tay, Anthony S. |
| 1-Jan-2003 | Financial Buyers in Takeovers: Focus on Cost Efficiency | Frydman, Halina; Frydman, Roman; Trimbath, Susanne |
| 13-Jul-2009 | Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA Demand | Giloni, Avi; Hurvich, Clifford; Seshadri, Sridhar |
| 2000 | A Generalized Portmanteau Goodness-of-fit Test for Time Series Models | Chen, Willa W.; Deo, Rohit S. |
| 3-Dec-2006 | An Investigation of Missing Data Methods for Classiffcation Trees | Ding, Yufeng; Simonoff, Jeffrey S. |
| 13-Oct-2008 | An Investigation of Missing Data Methods for Classification Trees | Ding, Yufeng; Simonoff, Jeffrey S. |
| 2005 | “Last licks”: Do they really help? | Simon, Gary A.; Simonoff, Jeffrey S. |
| 27-May-2009 | Limit Laws in Transaction-Level Asset Price Models | Aue, Alexander; Horvath, Lajos; Hurvich, Clifford |
| 19-Jul-2012 | Limit Laws in Trasnaction-Level Asset Price Models | Aue, Alexander; Horvath, Lajos; Hurvich, Clifford; Soulier, Philippe |
