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Two-dimensional modelling of financial data
Jurić, Višnja, (2024)
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda, (2019)
Moment conditions for the quadratic regression model with measurement error
Meijer, Erik, (2022)
Mallows criterion for heteroskedastic linear regressions with many regressors
Anatolyev, Stanislav, (2021)
Multi-market direction-of-change modeling using dependence ratios
Anatolyev, Stanislav, (2009)
Dynamic modeling under linear-exponential loss