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Identification based on higher moments
Lewis, Daniel J., (2024)
A structural cointegrating VAR approach to macroeconometric modelling
Garratt, Anthony, (2000)
Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary, (1999)
Model selection in regression analysis, regression diagnostics and prior knowledge : a book review article with comments from Anthony C. Atkinson, D. R. Cox and John McDonald
Belsley, David A., (1986)
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Belsley, David A., (2002)
Model reliability