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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
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Estimation and inference for a class of generalized hierarchical models
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Inference for rank-rank regressions
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Distribution-free estimation in a disequilibrium market model
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Quasi-maximum likelihood estimation and testing in a two-limit probit model with serial correlation
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Asymptotic properties of a quasi-maximum likelihood estimator in truncated regression model with serial correlation
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