//-->
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K., (1995)
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K., (1992)
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K., (1991)