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Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D., (1998)
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J., (1988)
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin, (1990)
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin, (2009)
Semiparametric EGARCH model with the case study of China stock market
Yang, Hu, (2011)
A kind of new time-weighted nonnegative lasso index-tracking model and its application
Chen, Qi-an, (2022)