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Page 8 of 41

	Title	Authors/Editors	Publisher	Type	Copies
	THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS Edition: NOVEMBER Year: 2004 Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 9	CHEN DEO		References	1
	NON-STATIONARY DYNAMIC FACTOR MODELS FOR LARGE DATASETS [X2] Edition: 2016 & March 2018 Year: 2016 Series: FINANCE AND ECONOMICS DISCUSSION SERIES. DIVISIONS OF RESEARCH & STATISTICS AND MONETARY AFFAIRS. FEDERAL RESERVE BOARD, WASINGTON, D.C. Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 3	BARIGOZZI LIPPI LUCIANI		References	1
	NOTES ON TESTING CAUSALITY Edition: MAY Year: 2008 Call No: OUT	LIN		References	1
	CONSISTENT FACTOR ESTIMATION IN DYNAMIC FACTOR MODELS WITH STRUCTURAL INSTABILITY Edition: JUNE Year: 2012 Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 11	BATES PLAGBORG-MØLLER		References	1
	MEIXNER WAVELET TRANSFORM: A TOOL FOR STUDYING STATIONARY DISCRETE-TIME STOCHASTIC PROCESSES Year: 2003 Series: RUSSIAN JOURNAL OF ELECTROCHEMISTRY, VOL. 39, No 2 Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 4	GRAFOVA GRAFOV		References	1
	THE ENVIRONMENTAL KUZNETS CURVE, COINTEGRATION AND NONLINEARITY Edition: JOURNAL OF APPLIED ECONOMETRICS 30 Year: 2015 Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 2	WAGNER		References	1
	CAUSAL RELATIONS VIA ECONOMETRICS Edition: ELECTRONIC COPIE: http://ssrn.com/abstract=1374208 Year: 2009 Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 6	ZAMAN		References	1
	MULTIVARIATE TIME SERIES Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 4			References	1
	NONLINEAR CAUSALITY, WITH APPLICATIONS TO LIQUIDITY AND STOCHASTIC VOLATILITY Edition: APRIL Year: 2006 Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 4	GOURIEROUX JASI		References	1
	DYNAMIC FACTOR MODELS, COINTEGRATION, AND ERROR CORRECTION MECHANISMS Year: 2016 Series: FINANCE AND ECONOMICS DISCUSSION SERIES DIVISIONS OF RESEARCH & STATISTICS AND MONETARY AFFAIRS FEDERAL RESERVE BOARD, WASHINGTON, D.C. Call No: ΡΕΘΥΜΝΟ-ΣΠΙΤΙ NEW UP 3	BARIGOZZI LIPPI LUCIANI		References	1

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