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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael, (2000)
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara, (1998)
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert, (1998)
An analysis of stock market transactions data
McCullough, Bruce D., (1997)
Bootstrapping forecast intervals : an application to AR(p) models
McCullough, Bruce D., (1994)
Consistent forecast intervals when the forecast-period exogenous variables are stochastic
McCullough, Bruce D., (1996)