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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns, and . Journal of Empirical Finance, 11 (3): 399--421 (June 2004)Macroeconometrics - Past and future. Journal of Econometrics, 100 (1): 17--19 (January 2001)An introduction to stochastic unit-root processes, and . Journal of Econometrics, 80 (1): 35--62 (September 1997)Reasonable extreme-bounds analysis, and . Journal of Econometrics, 44 (1-2): 159--170 (00 1990)A simple nonlinear time series model with misleading linear properties, and . Economics Letters, 62 (2): 161--165 (Feb 1, 1999)Handbook of Economic Forecasting, and . Volume 1, chapter Chapter 2 Forecasting and Decision Theory, page 81--98. Elsevier, (2006)Long-term forecasting and evaluation, and . International Journal of Forecasting, 23 (4): 539--551 (00 2007)A time-distance criterion for evaluating forecasting models, and . International Journal of Forecasting, 19 (2): 199--215 (00 2003)Handbook of Econometrics, , and . Volume 4, chapter Chapter 48 Aspects of modelling nonlinear time series, page 2917--2957. Elsevier, (1994)Dynamics of Model Overfitting Measured in terms of Autoregressive Roots, and . Journal of Time Series Analysis, 27 (3): 347--365 (121 05 2006)doi: 10.1111/j.1467-9892.2006.00468.x.