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On estimators of the disturbance variance in econometric models: some general small-sample results on bias and the existence of moments
DUFOUR, J.-M., (1985)
Exact tests and confidence sets in linear regressions with autocorrelated errors
DUFOUR, J.-M., (1986)
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong, (2007)