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Interpreting cointegrated models
Campbell, John Y., (1988)
Conditioning variables and the cross section of stock returns
Ferson, Wayne E., (1999)
Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R., (1999)
Bootstrap variance estimation of nonlinear functions of parameters : an application to long-run elasticities of energy demand
Li, Hongyi, (1999)
Reply to comments on bootstrapping time series models
Li, Hongyi, (1996)
Bootstrapping time series models