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Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.
Dufour, J.M., (2000)
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.
Dufour, J.M., (2001)
Aggregation and Cointegration.
Korosi, G., (1996)
EU enlargement and the EMU
Michelis, Leo, (2007)
Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo, (2005)
The transition to a new inflation rate in models with habit formation
Mansoorian, Arman, (2006)