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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
Robust methods for arima models
Martin, R. Douglas, (1981)
Computer programs for spectral analysis of economic time series
Karreman, H. F., (1963)
Non-linear time series models and dynamical systems
Ozaki, Tohru, (1985)
A Non-linear Dynamic Model for Multiplicative Seasonal-Trend Decomposition.
Ozaki, Tohru, (2002)
A statistical comparison of the short-term interest rate models of Japan, US and Germany
Shoji, Isao, (1996)