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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Parametric Distributional Flexibility and Conditional Variance Models with An Application to Hourly Exchange Rates
Lye, Jenny N., (1998)
The numerical evaluation of the distribution function of a bilinear form to a quadratic form with econometric examples
Lye, Jenny N., (1991)
Stochastic simulation of the Reserve bank's model of the New Zealand economy
Lye, Jenny N., (1987)