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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
Robust methods for arima models
Martin, R. Douglas, (1981)
Computer programs for spectral analysis of economic time series
Karreman, H. F., (1963)
A note on three-stage least squares estimation
Maravall, Agustin, (1976)
On structural time series models and the characterization of components
Maravall, Agustin, (1985)
An Application of Nonlinear Time Series Forecasting.
Maravall, Agustin, (1983)