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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 Real Interest Rate Differential in an Economic Union.
Michelis, L., (1994)
The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors
Michelis, L., (1999)
The Null Distribution of Non-Nested Tests with Nearly Orthoganal Regression Models.