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Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.
Dufour, J.M., (2000)
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.
Dufour, J.M., (2001)
Aggregation and Cointegration.
Korosi, G., (1996)
The Null Distribution of Non-Nested Tests with Nearly Orthoganal Regression Models.
Michelis, L., (1994)
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.
Mackinnon, J.G., (1996)
Non-Nested Pretest Tests.