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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M., (2000)
Bayesian inference in econometrics
Bhat, Avanindra Narayan, (1999)
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem, (2000)
Testing for the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem, (1999)