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Bootstrapping the number of factors in the arbitrage pricing theory
Chatterjee, Sangit, (1990)
Some empirical tests on the arbitrage pricing theory : a portfolio approach
Lee, Sooyul, (1988)
Excess returns, inflation and the efficiency of the housing market
Gatzlaff, Dean H., (1994)
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)