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Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G., (1994)
Automatic positive semidefinite HAC covariance matrix and GMM estimation
Smith, Richard J., (2005)
Efficiency and productivity analysis : using copulas in stochastic frontier models
Prokhorov, Artem, (2024)
Second order bias of quasi-MLE for covariance structure models
Prokhorov, Artem, (2012)
GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference
Hill, Jonathan B., (2013)