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Endogenously censored median regression with an application to benefit elasticity of US unemployment duration
Szydłowski, Arkadiusz, (2017)
Estimation in a Duration Model for Evaluating Educational Programs
Brannas, Kurt, (2021)
Chapter 55. Duration Models: Specification, Identification and Multiple Durations
Van Den Berg, Gerard J., (2001)
Deciding between GARCH and Stochastic Volatility Via Strong Decision Rules
Preminger, Arie, (2008)
On asymptotic theory for ARCH models
Hafner, Christian M., (2016)
Asymptotic Theory for a Factor GARCH Model
Hafner, Christian M., (2006)