The ECU term structure of interest ratesNeves, Joao; Nowman, K. Ben · The European Journal of Finance · 2003

Continuous-time short term interest rate modelsNowman, K. Ben · Applied Financial Economics · 1998

REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELINGNowman, K. Ben · Econometric Theory · 2009

Kalman Filtering of Generalized Vasicek Term Structure ModelsSimon H. Babbs and K. Ben Nowman · The Journal of Financial and Quantitative Analysis · 1999

Gaussian estimation of continuous time diffusions of UK interest ratesK. Ben Nowman · 2011

Implied continuous time lag distributions: further evidence for the UKNowman, K. Ben · Applied Economics Letters · 2000

Bergstrom Memorial Dedication Issue || Rex Bergstrom's Contributions to Continuous Time Macroeconometric ModelingK. Ben Nowman · Econometric Theory · 2009

Forecasting with the almost ideal demand system: evidence from some alternative dynamic specificationsChambers, Marcus J.; Ben Nowman, K. · Applied Economics · 1997

[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992

On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985

MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008

Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989

ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013

UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008

Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995