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Multiple time series
Hannan, Edward J., (1970)
Schätzung verteilter lags : eine Monte-Carlo-Untersuchung zur Beurteilung einiger ausgewählter Verfahren
Gaab, Werner, (1974)
Statistical estimation of linear economic relationships : distributed lags and simultaneous equations
Gupta, Yash P., (1971)
Nonlinear models in macroeconometrics
Teräsvirta, Timo, (2017)
Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo, (1987)
Effect of feedback on the distribution of the portmanteau test statistic
Teräsvirta, Timo, (1977)