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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)
Inference for rank-rank regressions
Chetverikov, Denis N., (2023)
A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele, (2013)
A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele, (2012)
A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele, (2014)