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Computing the update of the repeated median regression line in linear time
Bernholt, Thorsten, (2002)
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio, (2014)
Periodic gamma autoregressive model : an application to the Brazilian hydroelectric system
Braga, Diogo, (2017)
Lag length estimation in large dimensional systems
Gonzalo, Jesús, (1999)
Multicointegration and present value relations
Engsted, Tom, (1995)
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús, (1995)