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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
Robust methods for arima models
Martin, R. Douglas, (1981)
Computer programs for spectral analysis of economic time series
Karreman, H. F., (1963)
Forecasting, structural time series models and the Kalman Filter
Harvey, Andrew C., (1990)
Time series models
Harvey, Andrew C., (1993)
Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C., (1992)