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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)
A Monte Carlo study of a generalized maximum entropy estimator of the binary choice model
Adkins, Lee Chester, (1997)
Using gretl for Monte Carlo experiments
Adkins, Lee Chester, (2011)
Mean reversion and volatility of short-term London Interbank Offer Rates : an empirical comparison of competing models
Adkins, Lee Chester, (1999)