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Bias reduction for dynamic nonlinear panel models with fixed effects
Hahn, Jinyong, (2011)
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván, (2013)
Fernández-Val, Iván, (2014)
Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model
Chavleishvili, Sulkhan, (2014)
Quantile spatial autoregressive model
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan, (2019)