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GMM estimation with noncausal instruments
Lanne, Markku, (2009)
A practical approach to testing calibration strategies
Cao, Yongquan, (2019)
A robust test for weak instruments with multiple endogenous regressors
Lewis, Daniel J., (2022)
Modeling Expectations with Noncausal Autoregressions
Lanne, Markku, (2008)
Testing for predictability in a noninvertible ARMA model
Lanne, Markku, (2012)
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Lanne, Markku, (2001)