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A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT.
HANSEN, B.E., (1990)
THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS.
NELSON, C.R., (1988)
Local Indentifiability on the Factor Analysis and Maesurement Error Model Parameter.
Wegge, L.L., (1990)
Statistical Estimation and Testing of a Real Business Cycle Model.
Chow, G.C., (1993)
Multiperiod Competition with Switching Costs: Solution by Lagrange Multipliers.
Chow, G.C., (1992)
CAPITAL FORMATION AND ECONOMIC GROWTH IN CHINA.
CHOW, G.C., (1990)