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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)
Parsimonious autocorrelation corrections for singular demand systems
McLaren, Keith Robert, (1996)
A variant on the arguments for the invariance of estimators in a singular system of equations
McLaren, Keith Robert, (1990)
A dynamic model of a joint firm-household
McLaren, Keith R., (1979)