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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)
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments
Geweke, John, (1991)
Priors for macroeconomic time series and their application
Geweke, John, (1992)
Inference and causality in economic time series models
Geweke, John, (1982)