//-->
Iterative and Recursive Estimation in Structural Non-Adaptive Models
Pastorello, Sergio, (2003)
Chapter 8 Growth Econometrics
Durlauf, Steven N., (2005)
Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
Robust tests for heteroskedasticity and autocorrelation using score function
Bera, A.K., (1992)
The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model
Özcam, A., (1991)
RAO's Score Test in Econometrics
Bera, A.K., (1991)