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Modeling individual earnings trajectories using copulas : France, 1990 - 2002
Bonhomme, Stéphane, (2006)
Intraday stock price dependence using dynamic discrete copula distributions
Koopman, Siem Jan, (2015)
A general framework for observation driven time-varying parameter models
Creal, Drew, (2008)
Nonparametric spectral-based estimation of latent structures
Bonhomme, Stephane, (2014)
Nonparametric estimation of finite measures
Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
Arellano, Manuel, (2015)