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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)
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti, (1999)
Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti, (1992)
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti, (1991)