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T.W Anderson . (1951) Estimating linear restrictions on regression coefficients for multivariate normal distributions. Annals of Mathematical Statistics
T.W Anderson . (1959) On asymptotic distributions of estimates of parameters of stochastic difference equations. Annals of Mathematical Statistics
T.W. Anderson & M.A. Girshick (1944) Some extensions of the Wishart distribution. Annals of Mathematical Statistics
T.W. Anderson & C. Hsiao (1981) Estimation of dynamic models with error components. Journal of the American Statistical Association
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P.C.B. Phillips & T. Magdalinos (2007) Limit theory for moderate deviations from a unit root. Journal of Econometrics
P.C.B. Phillips , S. Shi , & J. Yu (2015) Testing for Multiple Bubbles: Historical episodes of exuberance and collapse in the S&P 500. International Economic Review