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A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic, (2003)
Specification test for spatial autoregressive models
Su, Liangjun, (2017)
Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena, (2015)
Computational pitfalls of the Hausman test
Kramer, Walter, (1986)
An introduction to the IAS-SYSTEM
Sonnberger, Harald, (1985)
Krämer, Walter, (1986)