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 } 

@article{garcia-renault-veredas06,
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author = {J. P. Nolan},
title = {Stable Distributions - Models for Heavy Tailed Data},
year = {2010},
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note = {In progress, Chapter 1 online at academic2.american.edu/$\sim$jpnolan}
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 @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},
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    note = {R package version 2100.86},
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  }

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



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@book{hall05,
author = {A. R. Hall},
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@Book{cochrane01,
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@article{chausse10,
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@article{schennach07,
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@article{guggenberger08,
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@article{newey-smith04,
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@article{owen88,
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@Book{owen01,
author = {Owen, A. B.},
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year = {2001},
}

@article{carrasco-chernov-florens-ghysels07,
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AUTHOR = {Carrasco, M. and Chernov, M. and Florens, J. P. and Ghysels, E.},
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YEAR={2007}
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@Unpublished{Bindelli05,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,
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  YEAR={1987}
 }
 
 @article{nelson90,
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 @article{hull-white87,
  NUMBER={},
  AUTHOR={Hull, J. and White, A.},
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  VOLUME={42},
  PAGES={281-300},
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  @article{nowman97,
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  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},
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  VOLUME={1309},
  PAGES={},
  YEAR={2001}
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 @article{bandi-phillips03,
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  YEAR={2003}
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 @article{qin-lawless94,
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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},
  }
 @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,
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    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},
  }






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 @article{brown-newey02,
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@article{andrews91,
  AUTHOR={Andrews, D. W. K.},
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@article{chesher-smith97,
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  AUTHOR={Imbens, G. W. and Spady, R. H. and Johnson, P.},
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  VOLUME={42},
  PAGES={281-300},
  YEAR={1987}
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 @article{yu-phillips01,
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  AUTHOR={Yu, J. and Phillips, P. C. B.},
  TITLE={Gaussian estimation of continuous time models of the short term structure of interest rate},
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  VOLUME={1309},
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  YEAR={2001}
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