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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael, (2000)
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara, (1998)
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert, (1998)
Forecasting in the presence of large shocks
Phillips, Robert F., (1996)
Partially adaptive estimation via a normal mixture
Phillips, Robert F., (1994)
A note on testing for switching regressions
Phillips, Robert F., (1991)