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Fast and easy estimation of large time series and distributed lag models
Spliid, Henrik, (1982)
A Monte Carlo study for pooling time series of cross-section data in the simultaneous equations model
Baltagi, Badi H., (1984)
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi, (1999)
GARCH models of volatility
Palm, Franz C., (1996)
Some reflections on the euro and competition in European financial markets
Palm, Franz C., (1998)
[Rezension von: Foundations of modern econometrics, O. Bjerkholt (ed.)]
Palm, Franz C., (1997)