
@article{jagannathan-skoulakis02,
  AUTHOR={Jagannathan, R. and Skoulakis, G.},
  TITLE={Generalized Method of Moments: Applications in Finance},
  JOURNAL={Journal of Business and Economic Statistics},
  VOLUME={20},
  PAGES={470-481},
  YEAR={2002},
  Number={4}
 } 

@article{garcia-renault-veredas06,
  AUTHOR={Garcia, R. and Renault, E. and Veredas, D.},
  TITLE={Estimation of Stable Distribution by Indirect Inference},
  JOURNAL={Working Paper: UCL and CORE},
  VOLUME={},
  PAGES={},
  YEAR={2006},
  Number={}
 } 

@book{nolan09,
author = {J. P. Nolan},
title = {Univariate Stable Distributions - Models for Heavy Tailed Data},
year = {2020},
publisher = {Springer Series in Operations Research and Financial Engineering}
} 

 @Manual{timeDate,
    title = {timeDate: Rmetrics - Chronological and Calendarical Objects},
    author = {Diethelm Wuertz and Yohan Chalabi with contributions from Martin Maechler and Joe W. Byers and others},
    year = {2009},
    note = {R package version 2100.86},
    url = {http://CRAN.R-project.org/package=timeDate},
  }

@Manual{timeSeries,
    title = {timeSeries: Rmetrics - Financial Time Series Objects},
    author = {Diethelm Wuertz and Yohan Chalabi},
    year = {2009},
    note = {R package version 2100.84},
    url = {http://CRAN.R-project.org/package=timeSeries},
  }



@Book{MASS,
    title = {Modern Applied Statistics with S},
    author = {W. N. Venables and B. D. Ripley},
    publisher = {Springer},
    edition = {Fourth},
    address = {New York},
    year = {2002},
    note = {ISBN 0-387-95457-0},
    url = {http://www.stats.ox.ac.uk/pub/MASS4}
      }

@book{hall05,
author = {A. R. Hall},
title = {Generalized Method of Moments (Advanced Texts in Econometrics)},
year = {2005},
publisher = {Oxford University Press},
address = {},
} 


@Book{wooldridge02,
author = {Wooldridge, J. M.},
title = {Econometric Analysis of Cross Section and Panel Data},
publisher = {Cambridge, MA: MIT Press},
year = {2002},
}

@Book{cochrane01,
author = {Cochrane, J. H.},
title = {Asset Pricing},
publisher = {Princeton University Press},
year = {2001},
}

@article{chausse09,
  AUTHOR={Chauss\'e, P.},
  TITLE={Computing Generalized Empirical Likelihood and Generalized Method of Moments with R},
  JOURNAL={Working Paper, University of Waterloo},
  VOLUME={},
  PAGES={},
  YEAR={2011},
  Number={}
 } 


@article{smith01,
  AUTHOR={Smith, R. J.},
  TITLE={GEL Criteria for Moment Condition Models},
  JOURNAL={Working Paper, University of Bristol},
  VOLUME={},
  PAGES={},
  YEAR={2001},
  Number={}
 } 



@article{chausse08,
  AUTHOR={Chauss\'e, P.},
  TITLE={Generalized Emprical Likelihood for a Continuum of Moment Conditons},
  JOURNAL={Working Paper, University of Waterloo},
  VOLUME={},
  PAGES={},
  YEAR={2011},
  Number={}
 } 

@Book{campbell-lo-mackinlay96,
author = {Campbell, J. Y. and Lo, A. W. and Mackinlay, A. C.},
title = {The Econometrics of Financial Markets},
publisher = {Princeton University Press},
year = {1996},
}

@article{newey-west94,
  AUTHOR={Newey, W. K. and West, K. D.},
  TITLE={Automatic Lag Selection in Covariance Matrix Estimation},
  JOURNAL={Review of Economic Studies},
  VOLUME={61},
  PAGES={631-653},
  YEAR={1994},
  Number={}
 }


@article{andrews-monahan92,
  AUTHOR={Andrews, W. K. and Monahan, J. C.},
  TITLE={An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator},
  JOURNAL={Econometrica},
  VOLUME={60},
  PAGES={953-966},
  YEAR={1992},
  Number={4}
 }

@Book{white84,
author = {White, H.},
title = {Asymptotic Theory for Econometricians},
publisher = {Academic Press},
year = {1984},
}

@Book{gallant87,
author = {Gallant, A. R.},
title = {Nonlinear Statistical Models},
publisher = {Wiley},
year = {1987},
}

@article{zeileis06,
  AUTHOR={Zeileis, A.},
  TITLE={Object-oriented Computation of Sandwich Estimator},
  JOURNAL={Journal of Statistical Software},
  VOLUME={16},
  PAGES={1-16},
  YEAR={2006},
  Number={9},
  url={http://www.jstatsoft.org/v16/i09/}
 }

@article{chausse10,
  title        = {Computing Generalized Method of Moments and Generalized Empirical Likelihood with R},
  author       = {Pierre Chauss{\'e}},
  journal      = {Journal of Statistical Software},
  year         = {2010},
  volume       = {34},
  number       = {11},
  pages        = {1-35},
  url          = {http://www.jstatsoft.org/v34/i11/}
}

@article{zeileis04,
  AUTHOR={Zeileis, A.},
  TITLE={Econometric Computing with HC and HAC Covariance Matrix Estimators},
  JOURNAL={Journal of Statistical Software},
  VOLUME={11},
  PAGES={1-17},
  YEAR={2004},
  Number={10},
  url={http://www.jstatsoft.org/v11/i10/}
 }

@Book{luenberger97,
author = {Luenberger, D. G.},
title = {Optimization by Vector Space Methods},
publisher = {Wiley and Sons},
year = {1997},
}

@article{smith04,
  AUTHOR={Smith, R. J.},
  TITLE={GEL Criteria for Moment Condition Models},
  JOURNAL={CeMMAP working papers, Institute for Fiscal Studies},
  VOLUME={},
  PAGES={},
  YEAR={2004},
  Number={}
 }

@article{kitamura-tripathi-ahn04,
  AUTHOR={Kitamura, Y. and Tripathi, G. and Ahn, H.},
  TITLE={Empirical Likelihood-Based Inference in Conditional Moment Restriction Models},
  JOURNAL={Econometrica},
  VOLUME={72},
  PAGES={1667-1714},
  YEAR={2004},
  Number={}
 }

@article{blaschke-neubauer-scherzer97,
  AUTHOR={Blaschke, B. and Neubauer, A. and Scherzer, O.},
  TITLE={On the Convergence Rates for the Iteratively Regularized Gauss-Newton Method},
  JOURNAL={IMA Journal of Numerical Analysis},
  VOLUME={17},
  PAGES={421-436},
  YEAR={1997},
  Number={}
 }

@article{carrasco-florens-renault07,
  AUTHOR={Carrasco, M. and Florens, J. P. and Renault, E.},
  TITLE={Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization},
  JOURNAL={Handbook of Econometrics},
  VOLUME={6B},
  PAGES={5633-5751},
  YEAR={2007},
  Number={}
 }


@article{donald-imbens-newey03,
  AUTHOR={Donald, S. and Imbens, G. and Newey, W. K.},
  TITLE={Empirical Likelihood Estimation and Consistent Tests with Conditional Moment Restrictions},
  JOURNAL={Journal of Econometrics},
  VOLUME={117},
  PAGES={55-93},
  YEAR={2003},
  Number={}
 }

@article{carrasco07,
  AUTHOR={Carrasco, M.},
  TITLE={A Regularization Approach to the Many Instruments Problem},
  JOURNAL={Forthcoming in the Journal of Econometrics},
  VOLUME={},
  PAGES={},
  YEAR={2009},
  Number={}
 }

@article{parzen70,
  AUTHOR={Parzen, E.},
  TITLE={Statistical inference on time series by RKHS methods},
  JOURNAL={Canadian Mathematical Congress},
  VOLUME={Edited by R. Pyke},
  PAGES={1-37},
  YEAR={1970},
  Number={}
 }

@article{qi-nian00,
  AUTHOR={Qi-Nian, J.},
  TITLE={On the Iterative Regularized Gauss-Newton Method for Solving Nonlinear Ill-posed Problem},
  JOURNAL={Mathematics of Computation},
  VOLUME={69},
  PAGES={1603-1623},
  YEAR={2000},
  Number={232}
 }

@article{schennach07,
  AUTHOR={Schennach, S. M.},
  TITLE={Point Estimation with Exponentially Tilted Empirical Likelihood},
  JOURNAL={Econometrica},
  VOLUME={35},
  PAGES={634-672},
  YEAR={2007},
  Number={2}
 }

@article{guggenberger08,
  AUTHOR={Guggenberger, P.},
  TITLE={Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator},
  JOURNAL={Econometric Reviews},
  VOLUME={26},
  PAGES={526-541},
  YEAR={2008},
  Number={}
 }


@article{guggenberger-hahn05,
  AUTHOR={Guggenberger, P. and Hahn, J.},
  TITLE={Finite Sample Properties of the Two-Step Empirical Likelihood Estimator},
  JOURNAL={Econometric Reviews},
  VOLUME={24},
  PAGES={247-263},
  YEAR={2005},
  Number={3}
 }


@article{groetsch93,
  AUTHOR={Groetsch, C.},
  TITLE={Inverse Problems in Mathematical Sciences},
  JOURNAL={Wiesbaden: Vieweg},
  VOLUME={},
  PAGES={},
  YEAR={1993}
 }

@article{carrasco-florents00,
  AUTHOR={Carrasco, M. and Florens, J. P.},
  TITLE={Generalization of GMM to a Continuum of Moment Conditions},
  JOURNAL={Econometric Theory},
  VOLUME={16},
  PAGES={655-673},
  YEAR={2000}
 }

@article{carrasco-florens00,
  AUTHOR={Carrasco, M. and Florens, J. P.},
  TITLE={Generalization of GMM to a Continuum of Moment Conditions},
  JOURNAL={Econometric Theory},
  VOLUME={16},
  PAGES={655-673},
  YEAR={2000}
 }

@article{carrasco-florens02,
  AUTHOR={Carrasco, M. and Florens, J. P.},
  TITLE={Efficient GMM Estimation Using the Empirical Characteristic Function},
  JOURNAL={Working Paper, Institut d'Économie Industrielle, Toulouse},
  VOLUME={},
  PAGES={},
  YEAR={2002}
 }

@article{anatolyev05,
  AUTHOR={Anatolyev, S.},
  TITLE={GMM, GEL, Serial Correlation, and Asymptotic Bias},
  JOURNAL={Econometrica},
  VOLUME={73},
  PAGES={983-1002},
  YEAR={2005}
 }

@article{hansen82,
  AUTHOR={Hansen, L. P.},
  TITLE={Large Sample Properties of Generalized Method of Moments Estimators},
  JOURNAL={Econometrica},
  VOLUME={50},
  PAGES={1029-1054},
  YEAR={1982}
 }

@article{hansen-heaton-yaron96,
  AUTHOR={Hansen, L. P. and Heaton, J. and Yaron, A.},
  TITLE={Finit-Sample Properties of Some Alternative GMM Estimators},
  JOURNAL={Journal of Business and Economic Statistics},
  VOLUME={14},
  PAGES={262-280},
  YEAR={1996}
 }
 
 
@article{pakes-pollard89,
  AUTHOR={Pakes, A. and Pollard, D.},
  TITLE={Simulation and the Asymptotics of Optimization Estimators},
  JOURNAL={Econometrica},
  VOLUME={57},
  PAGES={1027-1057},
  YEAR={1989}
 }
 
@article{imbens02,
  NUMBER={4},
  AUTHOR={Imbens, G. W.},
  TITLE={Generalized Method of Moments and Empirical Likelihood},
  JOURNAL={Journal of Business and Economic Statistics},
  VOLUME={20},
  PAGES={493-506},
  YEAR={2002}
 }

 @article{imbens97,
  AUTHOR={Imbens, G. W.},
  TITLE={One-Step Estimators for Over-Identified Generalized Method of Moments Models},
  JOURNAL={Review of Economics Studies},
  VOLUME={64},
  PAGES={359-383},
  YEAR={1997}
 }

  
 @article{smith97,
   AUTHOR={Smith, R. J.},
  TITLE={Alternative Semi-Parametric Likelihood Approaches to Generalized Method of Moments Estimation},
  JOURNAL={The Economic Journal},
  VOLUME={107},
  PAGES={503-519},
  YEAR={1997}
 }


@article{newey-smith04,
author = {Newey, W. K. and Smith, R. J.},
title = {Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators},
  JOURNAL={Econometrica},
  VOLUME={72},
  PAGES={219-255},
YEAR={2004}
}


@article{kitamura97,
  NUMBER={5},
  AUTHOR={Kitamura, Y.},
  TITLE={Empirical Likelihood Methods With Weakly Dependent Processes},
  JOURNAL={The Annals of Statistics},
  VOLUME={25},
  PAGES={2084-2102},
  YEAR={1997}
 }

@article{kitamura-stutzer97,
  NUMBER={5},
  AUTHOR={Kitamura, Y. and Stutzer, M.},
  TITLE={An Information-Theoretic Alternative to Generalized Method of Moments Estimation},
  JOURNAL={Econometrica},
  VOLUME={65},
  PAGES={861-874},
  YEAR={1997}
 }

  
@article{owen88,
  NUMBER={},
  AUTHOR={Owen, A. B.},
  TITLE={Empirical Likelihood Ratio Confidence Intervals for a Single Functional},
  JOURNAL={Biometrika},
  VOLUME={75},
  PAGES={237-249},
  YEAR={1988}
 }

@article{singleton01,
  NUMBER={102},
  AUTHOR={Singleton, K.},
  TITLE={Estimation of Affine Pricing Models Using the Empirical Characteristic Function},
  JOURNAL={Journal of Econometrics},
  VOLUME={},
  PAGES={111-141},
  YEAR={2001}
 }

 
@Book{owen01,
author = {Owen, A. B.},
publisher = {Chapman and Hall},
title = {Empirical Likelihood},
year = {2001},
}

@article{carrasco-chernov-florens-ghysels07,
NUMBER={140},
AUTHOR = {Carrasco, M. and Chernov, M. and Florens, J. P. and Ghysels, E.},
TITLE = {Efficient of General Dynamic Models with Continuun of Moment Conditions},
JOURNAL = {Journal of Econometrics},
VOLUME={},
PAGES={529-573},
YEAR={2007}
}

@Unpublished{Bindelli05,
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 = {}
}

@article{chamberlain87,
  NUMBER={},
  AUTHOR={Chamberlain, G.},
  TITLE={Asymptotic Efficiency in Estimation with Conditional Moment Restrictions},
  JOURNAL={Journal of Econometrics},
  VOLUME={34},
  PAGES={304-334},
  YEAR={1987}
 }
 
 @article{nelson90,
  NUMBER={},
  AUTHOR={Nelson, D.},
  TITLE={ARCH Models as Diffusion Approximations},
  JOURNAL={Journal of Econometrics},
  VOLUME={45},
  PAGES={7-38},
  YEAR={1990}
 }
 
 @article{hull-white87,
  NUMBER={},
  AUTHOR={Hull, J. and White, A.},
  TITLE={The Pricing of Options on Assets with Stochastic Volatilities},
  JOURNAL={Journal of Finance},
  VOLUME={42},
  PAGES={281-300},
  YEAR={1987}
 }
 
  @article{nowman97,
  NUMBER={},
  AUTHOR={Nowman, K.},
  TITLE={Gaussian estimation of single-factor continuous time models of the term structure of interest rate},
  JOURNAL={Journal of Finance},
  VOLUME={52},
  PAGES={1695-1703},
  YEAR={1997}
 }
 
 @article{yu-phillips01,
  NUMBER={},
  AUTHOR={Yu, J. and Phillips, P. C. B.},
  TITLE={Gaussian estimation of continuous time models of the short term structure of interest rate},
  JOURNAL={Cowles Foundation Discussion Paper},
  VOLUME={1309},
  PAGES={},
  YEAR={2001}
 }
 
 @article{bandi-phillips03,
  NUMBER={},
  AUTHOR={Bandi, F. M. and Phillips, P. C. B.},
  TITLE={Fully nonparametric estimation of scalar diffusion models},
  JOURNAL={Econometrica},
  VOLUME={71},
  PAGES={241-283},
  YEAR={2003}
}

 @article{qin-lawless94,
  NUMBER={1},
  AUTHOR={Qin, J. and Lawless, J.},
  TITLE={Empirical Likelihood and General Estimating Equation},
  JOURNAL={The Annals of Statistics},
  VOLUME={22},
  PAGES={300-325},
  YEAR={1994}
}
 
 @Manual{gmm,
    title = {gmm: Generalized Method of Moments and Generalized Empirical Likelihood},
    author = {Pierre Chausse},
    year = {2009},
    note = {R package version 1.4-0},
  }
 @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},
  }
 @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},
  }

 @Article{plm,
    title = {Panel Data Econometrics in {R}: The {plm} Package},
    author = {Yves Croissant and Giovanni Millo},
    journal = {Journal of Statistical Software},
    year = {2008},
    volume = {27},
    number = {2},
    url = {http://www.jstatsoft.org/v27/i02/},
  }
 @Manual{car,
    title = {car: Companion to Applied Regression},
    author = {John Fox},
    year = {2009},
    note = {R package version 1.2-16},
    url = {http://CRAN.R-project.org/package=car},
  }






 @article{diciccio-hall-romano91,
  NUMBER={2},
  AUTHOR={DiCiccio, T. and Hall, P. and Romano, J.},
  TITLE={Empirical Likelihood is Bartlett-Correctable},
  JOURNAL={The Annals of Statistics},
  VOLUME={19},
  PAGES={1053-1061},
  YEAR={1991}
}

 @article{ramlau-teschke05,
  NUMBER={},
  AUTHOR={Ramlau, R. and Teschke, G.},
  TITLE={Tikhonov Replacement Functionals for Iteratively Solving Nonlinear Operator Equations},
  JOURNAL={Inverse Problems},
  VOLUME={21},
  PAGES={1571-1592},
  YEAR={2005}
}

 @article{brown-newey02,
  AUTHOR={Brown, B. and Newey, W. K.},
  TITLE={Generalized Method of Moments, Efficiency Bootsrapping, and Improved Inference},
  JOURNAL={Journal of Business and Economic Statistics},
  VOLUME={20},
  PAGES={507-517},
  YEAR={2002}
}

@article{newey-west87a,
  AUTHOR={Newey, W. K. and West, K. D.},
  TITLE={A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},
  JOURNAL={Econometrica},
  VOLUME={55},
  PAGES={703-708},
  YEAR={1987}
}

@article{andrews91,
  AUTHOR={Andrews, D. W. K.},
  TITLE={Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation},
  JOURNAL={Econometrica},
  VOLUME={59},
  PAGES={817-858},
  YEAR={1991}
}

@article{chesher-smith97,
  AUTHOR={Chesher, A. and Smith, R. J.},
  TITLE={Likelihood Ratio Specification Tests},
  JOURNAL={Econometrica},
  VOLUME={65},
  PAGES={627-646},
  YEAR={1997}
}

@article{horowitz02,
  AUTHOR={Horowitz, J.},
  TITLE={The Bootstrap in Econometrics},
  JOURNAL={Handbook of Econometrics},
  VOLUME={Vol. 5 eds. J. Heckman and E. Leamer, Amsterdam: North Holland},
  YEAR={2002}
}

@article{imbens-spady-johnson98,
  AUTHOR={Imbens, G. W. and Spady, R. H. and Johnson, P.},
  TITLE={Information Theoretic Approaches to Inference in Moment Condition Models},
  JOURNAL={Econometrica},
  VOLUME={66},
  PAGES={333-357},
  YEAR={1998}
}

@article{hullwhite87,
  NUMBER={},
  AUTHOR={Hull, J. and White, A.},
  TITLE={The Pricing of Options on Assets with Stochastic Volatilities},
  JOURNAL={Journal of Finance},
  VOLUME={42},
  PAGES={281-300},
  YEAR={1987}
 }
 
 
 @article{yu-phillips01,
  NUMBER={},
  AUTHOR={Yu, J. and Phillips, P. C. B.},
  TITLE={Gaussian estimation of continuous time models of the short term structure of interest rate},
  JOURNAL={Cowles Foundation Discussion Paper},
  VOLUME={1309},
  PAGES={},
  YEAR={2001}
 }

 @article{li-he05,
  NUMBER={4},
  AUTHOR={Li, K. and He, Y.},
  TITLE={Taylor Expansion Algorithme for the Branching Solution of the Navier-Stokes Equations},
  JOURNAL={International Journal Numerical Analysis and Modeling},
  VOLUME={2},
  PAGES={459-478},
  YEAR={2005}
 }


 @article{ramm04,
  NUMBER={N2},
  AUTHOR={Ramm, A. G.},
  TITLE={Dynamical systems method for solving operator equations},
  JOURNAL={Comm. Nonlinear Sci. and Numer. Simul.},
  VOLUME={9},
  PAGES={383-402},
  YEAR={2004a}
 }

 @article{airapetyan-ramm00,
  NUMBER={},
  AUTHOR={Airayetpan, R. G. and  Ramm, A. G.},
  TITLE={Dynamical systems and Discrete Methods for Solving Nonlinear Ill-posed Problem},
  JOURNAL={Applied Mathematics Review},
  VOLUME={1},
  PAGES={491-536},
  YEAR={2000}
 }

 @article{ramm04-2,
  NUMBER={},
  AUTHOR={Ramm, A. G.},
  TITLE={Dynamical systems method for solving nonlinear operator equations},
  JOURNAL={Int. J. Appl. Math. Sci.},
  VOLUME={1},
  PAGES={97-110},
  YEAR={2004b}
 }

@article{jin00,
  NUMBER={232},
  AUTHOR={Jin, Q. N.},
  TITLE={On the Iteratively Regularized Gauss-Newton Method for solving nonlinear Ill-Posed Problems},
  JOURNAL={Mathematics of Computation},
  VOLUME={69},
  PAGES={1603-1623},
  YEAR={2000}
 }

@article{watson93,
  NUMBER={6},
  AUTHOR={Watson, M. W.},
  TITLE={Measures of Fit for Calibrated Models},
  JOURNAL={The Journal of Political Economy},
  VOLUME={101},
  PAGES={1011-1041},
  YEAR={1993}
 }

@article{diebold-ohanian-berkowitz98,
  NUMBER={},
  AUTHOR={Diebold, F. X. and Ohanian, L. E. and Berkowitz, J.},
  TITLE={Dynamic Equilibrium Economies: A Framework for Comparing Models and Data},
  JOURNAL={Review of Economic Studies},
  VOLUME={65},
  PAGES={433-451},
  YEAR={1998}
 }

@article{Berkowitz01,
  NUMBER={},
  AUTHOR={Berkowitz, J.},
  TITLE={Generalized Spectral Estimation of the Consumption based Pricing Model},
  JOURNAL={Journal of Econometrics},
  VOLUME={104},
  PAGES={269-288},
  YEAR={2001}
 }

@article{christiano-vigfusson03,
  NUMBER={4},
  AUTHOR={Christiano, J. L. and Vigfusson, R. J.},
  TITLE={Maximum Likelihood in the Frequency Domain: The Importance of Time-to-Plan},
  JOURNAL={Journal of Monetary Economics},
  VOLUME={50},
  PAGES={},
  YEAR={2003}
 }


@article{seidman-vogel89,
  NUMBER={},
  AUTHOR={Seidman, T. I. and Vogel, C. R.},
  TITLE={Well Posedness and Convergence of some Regularisation Methods for Non-linear Ill-posed Problems},
  JOURNAL={Inverse Problems},
  VOLUME={5},
  PAGES={227-238},
  YEAR={1989}
 }

@Book{hamilton94,
author = {Hamilton, J. D.},
publisher = {Princeton University Press},
title = {Time Series Analysis},
year = {1994},
}
