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)

The role of long memory in hedging effectiveness. - Jerry Coakley; Jian Dollery; Neil Kellard (Comput. Stat. Data Anal., 2008)