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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo, (2020)
Time-varying panel data models with an additive factor structure
Liu, Fei, (2020)
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo, (2019)
Semiparametric estimator of time series conditional variance
Mishra, Santosh, (2010)
Testing conditional uncorrelatedness
Su, Liangjun, (2009)
Profile likelihood estimation of partially linear panel data models with fixed effects
Su, Liangjun, (2006)