The 5 references without contexts in paper Christopher F. Baum, Basma Bekdache (1995) “Modeling Returns on the Term Structure of Treasury Interest Rates” / RePEc:boc:bocoec:288

1
Canova, Fabio and Jane Marrinan, 1995. Predicting excess returns in financial markets. European Economic Review 39:1, 35-70.
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4
Engle, R.F., 1987. Multivariate ARCH with factor structures: cointegration in variance. Unpublished working paper, University of California at San Diego.
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10
McCulloch, J. H. and H. Kwon, 1993. U.S. term structure data, 1947-1991. Unpublished working paper #93-6, Ohio State University.
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11
Pagan, A., 1984. Econometric issues in the analysis of regressions with generated regressors. International Economic Review 25:1, 221-247.
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12
Ross, S., 1976. Arbitrage theory of capital asset pricing. Journal of Economic Theory 13:341-360. -12-
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