| |
| 2008 | ||
|---|---|---|
| 5 | EE | Ana-María Fuertes: Sieve bootstrap t-tests on long-run average parameters. Computational Statistics & Data Analysis 52(7): 3354-3370 (2008) |
| 2007 | ||
| 4 | EE | Ana-María Fuertes, Elena Kalotychou: On sovereign credit migration: A study of alternative estimators and rating dynamics. Computational Statistics & Data Analysis 51(7): 3448-3469 (2007) |
| 2006 | ||
| 3 | EE | Jerry Coakley, Ana-María Fuertes, Ron Smith: Unobserved heterogeneity in panel time series models. Computational Statistics & Data Analysis 50(9): 2361-2380 (2006) |
| 2 | EE | Ana-María Fuertes, Elena Kalotychou: Early warning systems for sovereign debt crises: The role of heterogeneity. Computational Statistics & Data Analysis 51(2): 1420-1441 (2006) |
| 2000 | ||
| 1 | EE | Jerry Coakley, Ana-María Fuertes, María-Teresa Pérez: A Rational Interpolation Approach to Least Squares Estimation for Band-TARs. NAA 2000: 198-206 |
| 1 | Jerry Coakley | [1] [3] |
| 2 | Elena Kalotychou | [2] [4] |
| 3 | María-Teresa Pérez | [1] |
| 4 | Ron Smith | [3] |