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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)
Identification of simultaneous equation models with measurement errors based on time series structure
Nowak, Eugen, (1989)
Global identification of the dynamic shockerror model
Nowak, Eugen, (1985)
Identification of the dynamic shock-error model with autocorrelated errors
Nowak, Eugen, (1983)