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A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua, (2015)
Estimation and inference for a class of generalized hierarchical models
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Inference for rank-rank regressions
Chetverikov, Denis N., (2023)
Denis Sargan: some perspectives
Robinson, Peter M., (2002)
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
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Modeling memory of economic and financial time series
Robinson, Peter M., (2005)