On the usefulness of cross-validation for directional forecast evaluation. - Christoph Bergmeir; Mauro Costantini; José Manuel Benítez 001 (Comput. Stat. Data Anal., 2014)

Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series. - Mauro Costantini; Paresh Kumar Narayan; Stephan Popp; Joakim Westerlund (Commun. Stat. Simul. Comput., 2015)

A simple testing procedure for unit root and model specification. - Mauro Costantini; Amit Sen (Comput. Stat. Data Anal., 2016)

A comparative study on p value combination tests for unit roots in multiple time series. - Mauro Costantini; Claudio Lupi (Commun. Stat. Simul. Comput., 2024)

On the forecasting performance of small-scale DGSE models: a Monte Carlo evaluation and an application to UK. - Giovanni Angelini; Mauro Costantini (J. Oper. Res. Soc., 2025)