//-->
Prévisions dans des modèles erronés
Doucouré, Fodiyé Bakary, (1998)
A Bayesian approach to dynamic macroeconomics
DeJong, David Neil, (2000)
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H., (1999)
Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrelation is present
King, Maxwell L., (1989)
Towards a theory of point optimal testing
King, Maxwell L., (1988)
Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L., (1986)