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A test for regression coefficient stability when a parameter is identified only under the alternative
Watson, Mark W., (1982)
A note on Goldberger's best linear unbiased predictor in the generalized regression model
Loeff, S. Schim van der, (1975)
Serial correlation in regression analysis ; 1
Watson, G. S., (1956)
Linear regression using both temporally aggregated and temporally disaggregated data
Palm, F. C., (1981)
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)