Reference
- Giles, D.E.A. (1974). The Almon estimator and serially correlated disturbances. New Zealand Economic Papers, 8, 138–150.
- Giles, D.E.A. (1975). Discriminating between autoregressive forms: A Monte Carlo comparison of Bayesian and ad hoc methods. Journal of Econometrics, 3, 229–248.
- Srivastava, V.K., & Giles, D.E.A. (1987). Seemingly unrelated regression equations models: Estimation and inference. New York, NY: Marcel Dekker.
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