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Misspecification testing in systems of equations
Robertson, John C., (1992)
MLE is alive and well in the financial markets
Ramamurtie, Buddhavarapu Sailesh, (1996)
Estimation of a change point in multiple regression models
Bai, Jushan, (1997)
Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene, (1986)
A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions
Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data