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The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation.
Smith, J.C., (1996)
Estimating Econometric Models with Fixed Effects.
Greene, W., (2001)
Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression.
Rolle, J.-D., (1999)
Calibrarion By Simulation for Small Sample Bias Correction.
Gourieroux, C., (1996)
Statistical Inference for Random Variance Option Pricing.
Pastorello, S., (1995)
Option Hedging and Implicit Volatilities in a Stochastic Volatility Model.
Renault, E., (1993)