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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)
Time inconsistency and optimal policy formulation in the presence of rational expectations
Hall, Stephen G., (1986)
The effect of varying length VAR models on the maximum likelihood estimates of cointegrating vectors
Hall, Stephen G., (1991)
Maximum likelihood estimation of cointegration vectors : an example of the Johansen procedure
Hall, Stephen G., (1989)