//-->
Finite sample comparisons of the distributions of the OLS and GLS estimators in regression with an integrated regressor and correlated errors
Maekawa, Koichi, (1998)
The distribution of the Durbin-Watson statistic in integrated and near-integrated models
Hisamatsu, Hiroyuki, (1994)
SUR models with integrated regressors
Maekawa, Koichi, (2002)