Ap Gwilym, O., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A. and Thomas, S. (1999) Tests of non-linearity using LIFFE futures transactions price data. The Manchester School, 67 (2). pp. 167-186. ISSN 1467-9957 doi: https://doi.org/10.1111/1467-9957.00140

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1999) Portmanteau model diagnostics and tests for nonlinearity: a comparative Monte Carlo study of two alternative methods. Computational Economics, 13 (3). pp. 249-263. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1008666700953

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Heravi, S. M. (1999) The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test. Computational Economics, 13 (2). pp. 147-162. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1008612905284

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J. (1999) Cross-correlations and cross-bicorrelations in Sterling exchange rates. Journal of Empirical Finance, 6 (4). pp. 385-404. ISSN 0927-5398 doi: https://doi.org/10.1016/S0927-5398(99)00007-9

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Tsolacos, S. (1999) The impact of economic and financial factors on UK property performance. Journal of Property Research, 16 (2). pp. 139-152. ISSN 1466-4453 doi: https://doi.org/10.1080/095999199368193

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Garrett, I. and Hinich, M. J. (1999) An alternative approach to investigating lead-lag relationships between stock and stock index futures markets. Applied Financial Economics, 9 (6). pp. 605-613. ISSN 0960-3107 doi: https://doi.org/10.1080/096031099332050

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (1999) Forecasting non-stationary economic time series. MIT, pp392. ISBN 9780262531894

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1999) On winning forecasting competitions in economics. Spanish Economic Review, 1 (2). pp. 123-160. ISSN 1435-5477 doi: https://doi.org/10.1007/s101080050006

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Madlener, R. (1999) Seasonality, cointegration and forecasting UK residential energy demand. Scottish Journal of Political Economy, 46 (2). pp. 185-206. ISSN 1467-9485 doi: https://doi.org/10.1111/1467-9485.00128

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Smith, J. (1999) A Monte Carlo study of the forecasting performance of empirical SETAR models. Journal of Applied Econometrics, 14 (2). pp. 123-141. ISSN 1099-1255 doi: https://doi.org/10.1002/(SICI)1099-1255(199903/04)14:2<123::AID-JAE493>3.0.CO;2-K

Maitland-Smith, J. K. and Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1999) Threshold autoregressive and Markov switching models: an application to commercial real estate. Journal of Property Research, 16 (1). pp. 1-19. ISSN 1466-4453 doi: https://doi.org/10.1080/095999199368238