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Special issue on high frequency data in finance
Baillie, Richard, (1997)
Estimating weak GARCH representations
Francq, Christian, (2000)
Locally weighted autoregression
Feng, Yuanhua, (2000)
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G., (2017)
On the use of artificial regressions in certain microeconometric models
Orme, Chris D., (1995)
Simulated conditional moment tests