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The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
Cheung Ip, Wai, (1998)
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root
Kiviet, Jan F., (2001)
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST
Iglesias, Emma M., (2005)