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Dynamische Regressionsmodelle
Wolters, Jürgen, (2000)
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi, (1999)
An autoregressive distributed-lag modelling approach to cointegration analysis
Pesaran, M. Hashem, (1998)
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting, (2002)
On the discrimination of competing GARCH-type models for Taiwan stock index returns
Chen, Yi-ting, (2003)
Testing serial independence against time irreversibility