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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)
Heterogeneity in panel data and in nonparametric analysis in honor of Professor Cheng Hsiao
Hsiao, Cheng, (2015)
Essays in honor of Cheng Hsiao
Li, Tong, (2020)
Statistical properties of the two-stage least squares estimators under cointegration
Hsiao, Cheng, (1997)