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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)
Detecting relationships between nonstationary economic time series
Tjøstheim, Dag, (1979)
Some notes on nonlinear cointegration : a partial review with some novel perspectives
Tjostheim, Dag, (2020)
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan, (1998)