//-->
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)
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku, (2000)
Threshold autoregressions for strongly autocorrelated time series
Comparison of unit root tests for time series with level shifts
Lanne, Markku, (1999)