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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael, (2000)
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara, (1998)
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert, (1998)
Bootstrap tests for regression models
Godfrey, L. G., (2009)
Instrument relevance in multivariate linear models
Godfrey, L. G., (1999)
Discriminating between autocorrelation and misspecification in regression analysis : an alternative test strategy
Godfrey, L. G., (1987)