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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M., (2000)
Bayesian inference in econometrics
Bhat, Avanindra Narayan, (1999)
Some improvements for bootstrapping regression estimators under first-order serial correlation
Rilstone, Paul, (1993)
A simple Bera-Jarque normality test for nonparametric residuals
Rilstone, Paul, (1992)
Semiparametric IV estimation with parameter dependent instruments