![](/media/publication/image/2e7a7998d9d854968a9caea908e69418_0162-1459-6.jpg)
Koopman, S.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638.
Frank Windmeijer (1997). An R-squared measure of goodness of fit for some common nonlinear regression models Journal of Econometrics.
Frank Windmeijer (1997). Endogeneity in count data models: An application to demand for health care Journal of Applied Econometrics.