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Identification in dynamic linear models with rational expectations
Blanchard, Olivier, (1982)
A bayesian procedure for testing regression disturbances for heteroskedasticity and autocorrelation
Lempers, F. B., (1970)
Parametric multiple regression risk models : theory and statistical analysis
Albrecht, Peter, (1983)
A simplified version of the differencing test
Davidson, Russell, (1985)
Small sample properties of alternative forms of the Langrange multiplier test
Davidson, Russel, (1983)