Some approximations to the exact distributions of sample autocorrelations for autoregressive-moving average models

Nonlinear three stage least squares pooling of cross dection and average time series data

Jorgenson, Dale W., (1982)

The predictive performance of the time-series model and the regression model of the income velocity of money : evidence from five EEC countries

Ahking, Francis W., (1984)

Parameter inference for a nearly nonstationary first order autoregressive model

Ahtola, Juha, (1984)