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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 reappraisal of misspecified econometric models
Monfort, Alain, (1996)
Cours de probabilités : Annexe de Philippe Tassi
Monfort, Alain, (1980)
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain, (2008)