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Robust misspecification tests for the Heckman's two-step estimator
Montes-Rojas, Gabriel V., (2011)
Maximum empirical likelihood estimation of the spatial lag autoregressive model
Lambert, Dayton M., (2012)
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf, (2000)
Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Baltagi, Badi H., (2000)
LM tests for functional form and spatial error correlation
Baltagi, Badi H., (2001)
Double length artificial regressions for testing spatial dependence