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The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression : alternatives and a new distribution-free Cox test
Aguirre-Torres, Victor, (1983)
Model Specification Testing for Nonlinear Multivariate Cointegrating Regressions
Dong, Chaohua, (2016)
Nonlinear Cointegrating Regression Under Weak Identification
Shi, Xiaoxia, (2010)
A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors
Sapra, Sunil K., (1986)
Distribution-free estimation in a disequilibrium market model
Quasi-maximum likelihood estimation and testing in a two-limit probit model with serial correlation
Sapra, Sunil K., (1994)