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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)
An analysis of Danish money stock series by time series models
Milhøj, Andres, (1983)
Experience using exact Gaussian maximum likelihood estimation on short parts of the series of price for flesh
Milhøj, Andres, (1980)
Non-normality in auto-regressive models for the exchange rate : danish kroner, US dollar
Milhøj, Andres, (1979)