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A maximum likelihood estimation method of a three market disequilibrium model
Plasmans, Joseph, (1983)
Identification in dynamic linear models with rational expectations
Blanchard, Olivier, (1982)
A bayesian procedure for testing regression disturbances for heteroskedasticity and autocorrelation
Lempers, F. B., (1970)
Statistical inference with simulated likelihood functions
Lee, Lung-fei, (1999)
Estimation of dynamic limited-dependent rational expectations models
Estimation of dynamic and ARCH Tobit models