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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 the variability of futures prices
Rutledge, D. J. S., (1976)
Rutledge, D. J. S., (1983)
Price expectations of Australian manufacturers
Rutledge, D. J. S., (1972)