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A nonlinear expectations model of the term structure of interest rates with time-varying risk premia
Lee, Bong-soo, (1989)
A two sample size estimator for large data sets
O'Connell, Martin, (2023)
Panel data models with nonadditive unobserved heterogeneity : estimation and inference
Fernández-Val, Iván, (2013)
When Do Sudden Stops Really Hurt?
Caner, Mehmet, (2009)
Comparing naive with econometric market share models when competitors' actions are forecast
Danaher, Peter J., (1994)
A long-linear model for predicting magazine audiences
Danaher, Peter J., (1988)