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Menkveld, Albert J.; Koopman, Siem Jan; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 213-225

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Koopman, Siem Jan; Lucas, André; Monteiro, André - In: Journal of econometrics 142 (2008) 1, pp. 399-424

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Blasques, Francisco - In: Enometrica : review of the Vineyard Data Quantification … 3 (2010) 2, pp. 9-14

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