% BibTeX bibliography file

@Book{anselin88,
  author = {Luc Anselin},
  title = {Spatial Econometrics: Methods and Models},
  year = {1988},
  publisher = {Kluwer Academic},
  address = {Dordrecht}
}

@Article{bates04,
  author = {Douglas Bates},
  title = {Least Squares Calculations in {R}},
  journal = {R News},
  year = {2004},
  month = {June},
  volume = {4},
  number = {1},
  pages = {17-20},
  URL = {http://CRAN.R-project.org/doc/Rnews/}
}

@InCollection{buckheit95,
  author = {Buckheit, J. and Donoho, D. L.},
  title = {Wavelab and Reproducible Research},
  booktitle = {Wavelets and Statistics},
  editor = {Antoniadis, A},
  year = {1995},
  publisher = {Springer}
}

@Misc{cummins01,
  author = {Clint Cummins},
  title = {Different Versions of {Grunfeld} Dataset},
  year = {2001},
  URL = {http://www.stanford.edu/~clint/bench/grunfeld.htm}
}

@Book{fox02a,
  author = {John Fox},
  title = {An {R} and {S-Plus} Companion to Applied Regression},
  year = {2002},
  publisher = {SAGE Publications Ltd},
  address = {Thousand Oaks}
}

@Book{greene03,
  author = {William H. Greene},
  title = {Econometric Analysis},
  edition = {5th},
  year = {2003},
  publisher = {Prentice Hall}
}

@Misc{greene06,
  author = {William H. Greene},
  title = {Information about {SUR} Estimation in {LIMDEP}},
  year = {2006},
  howpublished = {Personal email on 2006/02/16}
}

@Misc{greene06a,
  author = {William H. Greene},
  title = {Errata and Discussion to Econometric Analysis, 5th edition},
  year = {2006},
  URL = {http://pages.stern.nyu.edu/~wgreene/Text/Errata/ERRATA5.htm}
}

@PhdThesis{grunfeld58,
  author = {Y. Grunfeld},
  title = {The Determinants of Corporate Investment},
  year = {1958},
  school = {University of Chicago}
}

@Article{hausman78,
  author = {Jerry A. Hausman},
  title = {Specification Test in Econometrics},
  journal = {Econometrica},
  year = {1978},
  volume = {46},
  number = {6},
  pages = {1251-1272}
}

@Article{henningsen07a,
  author = {Arne Henningsen and Jeff D. Hamann},
  title = {{systemfit}: A Package for Estimating Systems of Simultaneous
  Equations in {R}},
  journal = {Journal of Statistical Software},
  year = {2007},
  volume = {23},
  number = {4},
  pages = {1-40},
  URL = {http://www.jstatsoft.org/v23/i04/}
}

@Book{judge82,
  author = {Judge, George G. and Hill, R. Carter and Griffiths, William and
  L{\"u}tkepohl, Helmut and Lee, Tsoung-Chao},
  title = {Introduction to the Theory and Practice of Econometrics},
  year = {1982},
  publisher = {John Wiley and Sons},
  address = {New York}
}

@Book{judge85,
  author = {George G. Judge and W. E. Griffiths and R. Carter Hill and Helmut
  L{\"u}tkepohl and Tsoung-Chao Lee},
  title = {The Theory and Practice of Econometrics},
  edition = {2nd},
  year = {1985},
  publisher = {John Wiley and Sons},
  address = {New York}
}

@Book{klein50,
  author = {L. Klein},
  title = {Economic Fluctuations in the United States, 1921--1941},
  year = {1950},
  publisher = {John Wiley},
  address = {New York}
}

@Book{kmenta86,
  author = {Jan Kmenta},
  title = {Elements of Econometrics},
  edition = {2},
  year = {1986},
  publisher = {Macmillan},
  address = {New York}
}

@Article{mcelroy77,
  author = {Marjorie B. McElroy},
  title = {Goodness of Fit for Seemingly Unrelated Regressions},
  journal = {Journal of Econometrics},
  year = {1977},
  volume = {6},
  pages = {381-387}
}

@Book{paelinck79,
  author = {Jean H. P. Paelinck and Leo H. Klaassen},
  title = {Spatial Econometrics},
  year = {1979},
  publisher = {Saxon House},
  address = {Farnborough}
}

@Article{parks67,
  author = {Richard W. Parks},
  title = {Efficient Estimation of a System of Regression Equations when
  Disturbances are both Serially and Contemporaneously Correlated},
  journal = {Journal of the American Statistical Association},
  year = {1967},
  volume = {62},
  number = {318},
  pages = {500-509},
  abstract = {This paper considers the problem of obtaining efficient estimates
  for the parameters of a system of M regression equations. The disturbance
  terms of this system are assumed to be related by both serial and
  contemporaneous correlation. Under the further assumption that the serial
  correlation is a first order autoregressive process, the paper develops an
  estimator that is consistent and has the same asymptotic normal distribution
  as the Aitken estimator which assumes the covariance matrix to be known. The
  paper concludes with a discussion of some alternative covariance
  specifications and points out certain difficulties with the standard single
  equation procedures for handling autoregressive schemes.}
}

@Manual{r-car-1.2-1,
  author = {John Fox},
  title = {{car}: Companion to Applied Regression},
  year = {2006},
  note = {{R} package version 1.2-1},
  URL = {http://CRAN.R-project.org/}
}

@Manual{r-Ecdat-0.1-5,
  author = {Yves Croissant},
  title = {{Ecdat}: Data Sets for Econometrics},
  year = {2006},
  note = {{R} package version 0.1-5},
  URL = {http://CRAN.R-project.org/}
}

@Article{r-lmtest,
  author = {Achim Zeileis and Torsten Hothorn},
  title = {Diagnostic Checking in Regression Relationships},
  journal = {R News},
  year = {2002},
  volume = {2},
  number = {3},
  pages = {7--10},
  URL = {http://CRAN.R-project.org/doc/Rnews/}
}

@Manual{r-matrix-07,
  author = {Douglas Bates and Martin Maechler},
  title = {Matrix: A Matrix Package for {R}},
  year = {2007},
  note = {{R} package version 0.99875-2},
  URL = {http://CRAN.R-project.org/}
}

@Manual{r-plm-0.3-1,
  author = {Yves Croissant and Giovanni Millo},
  title = {\pkg{plm}: Linear Models for Panel Data},
  year = {2007},
  note = {\proglang{R} package version 0.3-1},
  URL = {http://CRAN.R-project.org/}
}

@Manual{r-project-07,
  author = {{R~Development Core Team}},
  title = {R:~A Language and Environment for Statistical Computing},
  year = {2007},
  organization = {R~Foundation for Statistical Computing},
  address = {Vienna, Austria},
  note = {{ISBN} 3-900051-07-0},
  URL = {http://www.R-project.org/}
}

@Manual{r-sem-2.0,
  author = {John Fox},
  title = {{sem}: Structural Equation Models},
  year = {2011},
  note = {{R} package version 2.0},
  URL = {http://CRAN.R-project.org/}
}

@Article{schmidt77,
  author = {Peter Schmidt},
  title = {Estimation of Seemingly Unrelated Regressions with Unequal Numbers
  of Observations},
  journal = {Journal of Econometrics},
  year = {1977},
  volume = {5},
  pages = {365-377}
}

@Article{schmidt90,
  author = {Peter Schmidt},
  title = {Three-Stage Least Squares with Different Instruments for Different
  Equations},
  journal = {Journal of Econometrics},
  year = {1990},
  volume = {43},
  pages = {389-394}
}

@Article{schwab00,
  author = {Matthias Schwab and Martin Karrenbach and Jon Claerbout},
  title = {Making Scientific Computations Reproducible},
  journal = {Computing in Science \& Engineering},
  year = {2000},
  volume = {2},
  number = {6},
  pages = {61-67}
}

@Book{srivastava87,
  author = {Virenda K. Srivastava and David E. A. Giles},
  title = {Seemingly Unrelated Regression Equations Models},
  year = {1987},
  publisher = {Marcel Dekker, Inc.},
  address = {New York}
}

@Book{theil71,
  author = {H. Theil},
  title = {Principles of Econometrics},
  year = {1971},
  publisher = {Wiley, New York}
}

@Article{zellner62,
  author = {Arnold Zellner},
  title = {An Efficient Method of Estimating Seemingly Unrelated Regressions
  and Tests for Aggregation Bias},
  journal = {Journal of the American Statistical Association},
  year = {1962},
  volume = {57},
  pages = {348-368}
}

@Article{zellner62b,
  author = {Arnold Zellner and H. Theil},
  title = {Three-Stage Least Squares: Simultaneous Estimation of Simultaneous
  Equations},
  journal = {Econometrica},
  year = {1962},
  volume = {30},
  number = {1},
  pages = {54-78}
}

@Article{zellner62c,
  author = {Arnold Zellner and D. S. Huang},
  title = {Further Properties of Efficient Estimators for Seemingly Unrelated
  Regression Equations},
  journal = {International Economic Review},
  year = {1962},
  volume = {3},
  number = {3},
  pages = {300-313}
}

@Book{zivot06,
  author = {Eric Zivot and Jiahui Wang},
  title = {Modeling Financial Time Series with {S-PLUS}},
  edition = {2nd},
  year = {2006},
  publisher = {Springer},
  address = {New York}
}


