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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael, (2000)
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara, (1998)
Combining choice set partition tests for IIA : some results in the four alternative setting
Brooks, Robert, (1998)
Capital flows and domestic market integration in China
Li, Qi, (2010)
Consistent model specification tests for time series econometric models
Li, Qi, (1999)
Nonparametric testing of closeness between two unknown distribution functions
Li, Qi, (1996)