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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua, (2015)
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
Introduction to variance estimation
Wolter, Kirk M., (2007)
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele, (2017)
Least squares estimation of large dimensional threshold factor models
A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele, (2014)