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YEAR={2000}
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author = {Bindelli, L.},
title = {Testing the New Keynesian Phillips Curve: a Frequency Domain Approach},
note = {Université de Lausanne. Dernière version: 2005},
OPTkey = {},
OPTmonth = {},
OPTyear = {},
YEAR={2005},
OPTannote = {}
}
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YEAR={1987}
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VOLUME={42},
PAGES={281-300},
YEAR={1987}
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NUMBER={},
AUTHOR={Nowman, K.},
TITLE={Gaussian estimation of single-factor continuous time models of the term structure of interest rate},
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YEAR={1997}
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@article{yu-phillips01,
NUMBER={},
AUTHOR={Yu, J. and Phillips, P. C. B.},
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JOURNAL={Cowles Foundation Discussion Paper},
VOLUME={1309},
PAGES={},
YEAR={2001}
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NUMBER={},
AUTHOR={Bandi, F. M. and Phillips, P. C. B.},
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PAGES={241-283},
YEAR={2003}
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YEAR={1994}
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@Manual{gmm,
title = {gmm: Generalized Method of Moments and Generalized Empirical Likelihood},
author = {Pierre Chausse},
year = {2009},
note = {R package version 1.4-0},
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@Manual{fBasics,
title = {fBasics: Rmetrics - Markets and Basic Statistics},
author = {Diethelm Wuertz},
year = {2009},
note = {R package version 2100.78},
url = {http://CRAN.R-project.org/package=fBasics},
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@Manual{stabledist,
title = {stabledist: Stable Distribution Functions},
author = {Diethelm Wuertz and Martin Maechler and Rmetrics core team members.},
year = {2012},
note = {R package version 0.6-4},
url = {http://CRAN.R-project.org/package=stabledist},
}
@Manual{mvtnorm,
title = {mvtnorm: Multivariate Normal and t Distributions},
author = {Alan Genz and Frank Bretz and Tetsuhisa Miwa and Xuefei Mi and Friedrich Leisch and Fabian Scheipl and Torsten Hothorn},
year = {2009},
note = {R package version 0.9-8},
url = {http://CRAN.R-project.org/package=mvtnorm},
}
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volume = {27},
number = {2},
url = {http://www.jstatsoft.org/v27/i02/},
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@Manual{car,
title = {car: Companion to Applied Regression},
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year = {2009},
note = {R package version 1.2-16},
url = {http://CRAN.R-project.org/package=car},
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YEAR={2005}
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AUTHOR={Brown, B. and Newey, W. K.},
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@article{hullwhite87,
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AUTHOR={Hull, J. and White, A.},
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YEAR={1987}
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NUMBER={},
AUTHOR={Yu, J. and Phillips, P. C. B.},
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VOLUME={1309},
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YEAR={2001}
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NUMBER={4},
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