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Identification in dynamic linear models with rational expectations
Blanchard, Olivier, (1982)
A bayesian procedure for testing regression disturbances for heteroskedasticity and autocorrelation
Lempers, F. B., (1970)
Parametric multiple regression risk models : theory and statistical analysis
Albrecht, Peter, (1983)
Testing Slutsky symmetry in systems of linear demand equations
Silver, J. Lew, (1989)
Money velocity in a cash-in-advance economy with costly credit
Gillman, Max, (1992)
Money velocity with costly credit and the permanent income hypothesis
Gillman, Max, (1995)