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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
Statistische Analyse und Vorhersage bei ökonomischen Zeitreihen
Bode, Bernd, (1979)
The predictive performance of the time-series model and the regression model of the income velocity of money : evidence from five EEC countries
Ahking, Francis W., (1984)
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B., (1998)
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B., (1999)
Impulse response and forecast error variance asymptotics in nonstationary VARs