A Rational Interpolation Approach to Least Squares Estimation for Band-TARs. - Jerry Coakley; Ana-María Fuertes; María-Teresa Pérez (NAA, 2000)

Unobserved heterogeneity in panel time series models. - Jerry Coakley; Ana-María Fuertes; Ron Smith (Comput. Stat. Data Anal., 2006)

Early warning systems for sovereign debt crises: The role of heterogeneity. - Ana-María Fuertes; Elena Kalotychou (Comput. Stat. Data Anal., 2006)

On sovereign credit migration: A study of alternative estimators and rating dynamics. - Ana-María Fuertes; Elena Kalotychou (Comput. Stat. Data Anal., 2007)

Sieve bootstrap t-tests on long-run average parameters. - Ana-María Fuertes (Comput. Stat. Data Anal., 2008)

The Annals of Computational and Financial Econometrics, first issue. - David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Luc Bauwens; Siem Jan Koopman; Michael McAleer; Alessandra Amendola; Monica Billio; Christophe Croux; Cathy W. S. Chen; Russell Davidson; Pierre Duchesne; et al. (Comput. Stat. Data Anal., 2012)