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Mar 11 2015 Hailong Qian and Heather L. Bednarek
  Partial efficient estimation of SUR models
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Mar 07 2013 Marcel die Dama , Boniface ngah Epo and Galex syrie Soh
  Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data
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Sep 05 2012 Olivier Darné and Amélie Charles
  A note on the uncertain trend in US real GNP: Evidence from robust unit root tests
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Nov 09 2009 Patrick Richard
  Improving the accuracy of the analytical indirect inference estimator for MA models.
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Feb 22 2006 Barry Falk and Anindya Roy
  Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
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Jul 16 2003 Robert Phillips
  Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances
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Oct 01 2002 Elena Casquel and Ezequiel Uriel
  An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
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May 17 2001 David O. Cushman
  Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period
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