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A note on Cochrane : Orcutt estimation
Magee, Lonnie, (1985)
Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters
Gouriéroux, Christian, (1980)
Methoden zur Aufstellung der Vorausschätzungsprogramme Stahl
Kutscher, Hans, (1967)
On asymptotically efficient consistent estimates of the spectral density functions of a stationary time series
Parzen, Emanuel, (1958)
Efficient estimation of stationary time series mixed schemes
Parzen, Emanuel, (1972)
An approach to time series analysis
Parzen, Emanuel, (1961)