Authors: Dungey, M Martin, VL Pagan, AR

Citation: M. Dungey et al., A multivariate latent factor decomposition of international bond yield spreads, J APPL ECON, 15(6), 2000, pp. 697-715

Authors: Martin, VL Wilkins, NP

Citation: Vl. Martin et Np. Wilkins, Indirect estimation of ARFIMA and VARFIMA models, J ECONOMET, 93(1), 1999, pp. 149-175