The 20 references without contexts in paper John Barkoulas, Christopher F. Baum, Atreya Chakraborty (1996) “Nearest-Neighbor Forecasts of U.S. Interest Rates” / RePEc:boc:bocoec:313

2
Brock, W. A. (1986), Distinguishing Random and Deterministic Systems: An Expanded
(check this in PDF content)
3
Version, Journal of Economic Theory, 90, 168-195.
(check this in PDF content)
4
Brock, W., W. D. Dechert, and J. Scheinkman (1987), A Test for Independence Based on the
(check this in PDF content)
5
Correlation Dimension, Economics Working Paper SSRI-8702, University of Wisconsin.
(check this in PDF content)
7
Broze, L., O. Scaillet, and J. Zakoian (1995), Testing for continuous time models of the shortterm interest rate, Journal of Empirical Finance, 2, 199-223.
(check this in PDF content)
11
Regression Analysis by Local Fitting, Journal of the American Statistical Association, 83, 596-610.
(check this in PDF content)
12
Cleveland, W. S., S. Devlin, and E. Grosse (1988), Regression by Local Fitting: Methods, Properties, and Computational Algorithms, Journal of Econometrics, 37, 87-114.
(check this in PDF content)
15
Dickey, D.A. and W.A. Fuller (1979), Distribution of estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, 84, 427-431.
(check this in PDF content)
17
International Economics, 28, 315-332.
(check this in PDF content)
20
Fuller W. (1976), Introduction to Statistical Time Series, New York: John Wiley & Sons.
(check this in PDF content)
21
Geweke J. and S. Porter-Hudak (1983), The estimation and application of long memory time series models , Journal of Time Series Analysis, 4, 221-238.
(check this in PDF content)
24
Hodrick, P. J. (1987), Risk, Uncertainty, and Exchange Rates, NBER working paper no. 2429.
(check this in PDF content)
28
Paper, University of Chicago and University of Wisconsin at Madison.
(check this in PDF content)
31
Kwiatkowski, D., Phillips P. C. B., Schmidt P., and Y. Shin (1992), Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?, Journal of Econometrics, 54, 159-178.
(check this in PDF content)
36
Two-factor General Equilibrium Model, Journal of Finance, 47, 1259-1282.
(check this in PDF content)
38
Estimation, American Economic Review Papers and Proceedings, 14, 192-196.
(check this in PDF content)
41
Management Science, 4, 141-183.
(check this in PDF content)
43
Newey, W. and K. West (1987), A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703-708.
(check this in PDF content)
46
Richard, S. F. (1978), An arbitrage model of the term structure of interest rates, Journal of
(check this in PDF content)
47
Financial Economics, 6, 33-57.
(check this in PDF content)