Absorption of shocks in nonlinear autoregressive models. - Dick van Dijk; Philip Hans Franses; H. Peter Boswijk (Comput. Stat. Data Anal., 2007)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)

Special issue on Time Series Econometrics. - H. Peter Boswijk; Christian Francq; Marc Hallin; Robert Taylor 002 (Comput. Stat. Data Anal., 2016)