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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Power properties of linearity tests for time series
Teräsvirta, Timo, (1990)
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan, (1998)
A pitchfork bifurcation in the tatonnement process
Bala, Venkatesh, (1997)
A theory of learning with heterogenous agents
Bala, Venkatesh, (1993)
Chaotic tatonnement
Bala, Venkatesh, (1992)