The 24 references without contexts in paper John Barkoulas, Christopher F. Baum, Joseph Onochie (1996) “Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate” / RePEc:boc:bocoec:320

2
Monetary Economics, 22, 375-393.
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4
Towards Equilibrium in the US Treasury Bill Market, Technical report, University of Texas, Austin, TX.
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6
Rate Volatility and Unresponsive Trade Prices, NBER working paper no. 2677.
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7
Bollerslev, T. (1986), Generalized Autoregressive Conditional
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8
Heteroskedasticity, Journal of Econometrics, 31:307.327.
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9
Brock, W., W. D. Dechert, and J. Scheinkman (1987), A Test for Independence Based on the Correlation Dimension, Economics Working Paper SSRI8702, University of Wisconsin. _______ D. Hsieh, and L. LeBaron (1991), Nonlinear Dynamics, Chaos and
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10
Instability, Cambridge: MIT Press.
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12
Scatterplots, Journal of the American Statistical Association, 74:829-836.
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14
American Statistical Association, 83, 596-610.
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15
Cleveland, W. S., S. Devlin, and E. Grosse (1988), Regression by Local Fitting:
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16
Methods, Properties, and Computational Algorithms, Journal of Econometrics, 37, 87-114. -16-
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18
Equilibrium Model of Asset Prices, Econometrica, 53:363-384. _________, A Theory of the Term Structure of Interest Rates, Econometrica, 53:385-407.
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21
Dickey, D.A. and W.A. Fuller (1979), Distribution of estimators for autoregressive time series with a unit root, Journal of the American
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22
Statistical Association, 84, 427-431.
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24
Fuller W. (1976), Introduction to Statistical Time Series, New York: John Wiley & Sons.
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26
Oxford University Press.
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31
Markets, Journal of Finance, 46:5, 1839-1877. _______ and B. LeBaron (1988), Finite Sample Properties of the BDS
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32
Statistic, Working Paper, University of Chicago and University of Wisconsin at Madison.
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38
Exchange Rate Estimation, American Economic Review Papers and Proceedings, 14, 192-196.
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41
Discrete Shifts in Economic Regimes, Working paper, University of
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42
British Columbia, Vancouver.
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44
Newey, W. and K. West (1987), A Simple, Positive Semi-definite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, 55, 703-708. -18-
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45
Pfann, G.A., P. C. Schotman, and R. Tschernig (1996), Nonlinear Interest Rate Dynamics and Implications for the Term Structure, Journal of Econometrics, 74, 149-176.
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47
Regression, Biometrika, 75, 335-346.
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