Modified information criteria and selection of long memory time series models. - Richard T. Baillie; George Kapetanios; Fotis Papailias (Comput. Stat. Data Anal., 2014)

Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. - George Kapetanios; Massimiliano Marcellino; Fotis Papailias (Comput. Stat. Data Anal., 2016)