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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M., (2000)
Bayesian inference in econometrics
Bhat, Avanindra Narayan, (1999)
Recursive estimation in econometrics
Pollock, Stephen, (2002)
Improved frequency-selective filters
Pollock, Stephen, (2001)
Econometric methods of signal extraction
Pollock, Stephen, (2005)