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Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam, (2016)
Alternative tests for time series dependence based on autocorrelation coefficients
Levich, Richard M., (1998)
Testing for linearity
Hansen, Bruce E., (1999)
Specification analysis in honor of Phoebus J. Dhrymes
Spanos, Aris, (2010)
Time series, unit roots, and cointegration
Dhrymes, Phoebus J., (1998)
Identification and estimation of structural VAR and MARMA models
Dhrymes, Phoebus J., (1997)