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Two-dimensional modelling of financial data
Jurić, Višnja, (2024)
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda, (2019)
Moment conditions for the quadratic regression model with measurement error
Meijer, Erik, (2022)
Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok, (2007)
Efficiency comparison of random effects two stage least squares estimators
Han, Chirok, (2016)
Determinants of Covariance Matrices of Differenced AR(1) Processes
Han, Chirok, (2008)