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The predictive performance of the time-series model and the regression model of the income velocity of money : evidence from five EEC countries
Ahking, Francis W., (1984)
Seasonality in dynamic regression models : an application to the aggregate demand for beverages
Jusélius, Katarina, (1983)
Applying principal components regression analysis to time series demand estimation
Sanint, Luis R., (1982)
Recent developments in modelling volatility in financial data
Nijman, Theodore E., (1991)
Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E., (1989)
Premia in forward foreign exchange as unobserved components