The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series: The Case with Deterministic Components

A Distribution Generating Equation for Unit-Root Statistics.

Abadir, Karim M, (1992)

Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations.

Abadir, Karim M, (2000)

Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration

Larsson, Rolf, (1999)