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A generalized estimation procedure of Box-Jenkin s autoregressive moving average models
Hsieh, Hsih-chia, (1985)
Estimation of disequilibrium models with autocorrelated disturbances
Bhaskara Rao, Buddhavarapu, (1987)
The structure of GMM and ML estimators in conditionally heteroskedastic models
Sabau, Hernando C., (1987)
Cross-validation using the t statistic
Kleynen, Jack P. C., (1983)
Statistical analysis of steady-state simulations : survey of recent progress
Kleynen, Jack P. C., (1984)