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Distribution of rankings for groups exhibiting heteroscedasticity and correlation
Gilbert, Scott, (2003)
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe, (2018)
Estimating gravity equation models in the presence of sample selection and heteroscedasticity
Xiong, Bo, (2014)
Linearization of randomly weighted empiricals under long rance dependence with applications to nonlinear regression quantiles
Mukherjee, Kanchan, (2000)
Thinking styles and risky decision-making : further exploration of the affect-probability weighting link
Mukherjee, Kanchan, (2011)
M-estimation in GARCH models
Mukherjee, Kanchan, (2008)