Gretl Manual: Gnu Regression, Econometrics and Time-series Library | ||
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Box, G. E. P. and Muller, M. E. (1958) "A Note on the Generation of Random Normal Deviates", Annals of Mathematical Statistics, 29, pp. 610–11.
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MacKinnon, J. G. and White, H. (1985) "Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties", Journal of Econometrics, 29, pp. 305–25.
Ramanathan, Ramu (2002) Introductory Econometrics with Applications, 5th edition, Fort Worth: Harcourt.
Ruud, Paul A. (2000) An Introduction to Classical Econometric Theory, New York and Oxford: Oxford University Press.