An alternative estimator of the variance of the disturbance term in extraneous and mixed estimation

Nonlinear three stage least squares pooling of cross dection and average time series data

Jorgenson, Dale W., (1982)

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)

Parameter inference for a nearly nonstationary first order autoregressive model

Ahtola, Juha, (1984)