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Joint censoring of regressors and outcomes : survey nonresponse and attrition
Horowitz, Joel, (1994)
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George, (2005)
Lassoed boosting and linear prediction in the equities market
Huang, Xiao, (2024)
Quasi-maximum likelihood estimation of discretely observed diffusions
Huang, Xiao, (2011)
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao, (2013)