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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher, (2000)
Density weighted linear least squares
Newey, Whitney K., (1994)
Abadir, Karim Maher, (2004)
The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model
Forchini, Giovanni, (2002)
Optimal similar tests for structural change for the linear regression model
On the bimodality of the exact distribution of the TSLS estimator
Forchini, Giovanni, (2005)