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Introduction to econometrics, and . The Addison-Wesley series in economics Addison-Wesley, Boston, Mass. u.a., Internat. ed edition, (2003)A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series, , and . Journal of Econometrics, 135 (1-2): 499--526 (00 2006)System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations, and . Computational Economics, 20 (1-2): 57-86 (October 2002)available at http://ideas.repec.org/a/kap/compec/v20y2002i1-2p57-86.html.Univariate detrending methods with stochastic trends. Journal of Monetary Economics, 18 (1): 49--75 (July 1986)Interpreting the evidence on money-income causality, and . Journal of Econometrics, 40 (1): 161--181 (January 1989)Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models, and . Journal of Econometrics, 23 (3): 385--400 (December 1983)Handbook of Econometrics, and . Volume 2, chapter Chapter 17 Time series and spectral methods in econometrics, page 979--1022. Elsevier, (1984)Handbook of Econometrics. Volume 4, chapter Chapter 47 Vector autoregressions and cointegration, page 2843--2915. Elsevier, (1994)The convergence of multivariate `unit root' distributions to their asymptotic limits : The case of money-income causality, , , and . Journal of Economic Dynamics and Control, 12 (2-3): 489--502 (00 1988)Testing the interpretation of indices in a macroeconomic index model, and . Journal of Monetary Economics, 13 (2): 165--181 (March 1984)