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Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong, (2014)
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B., (2015)
On the accuracy of estimators based on a binary classifier
Scholtus, Sander, (2020)
Generalized econometric models and methods for markets in disequilibrium
Mayer, Walter James, (1986)
An extension of the maximum score estimator for disequilibrium models
Mayer, Walter James, (1999)
Estimating disequilibrium models with limited a priori price-adjustment information
Mayer, Walter James, (1989)