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The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique, (2000)
Multivariate statistische Methoden und ihre Anwendung in den Wirtschafts- und Sozialwissenschaften
Litz, Hans Peter, (2000)
On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan, (2000)
A theory of individual behavior
Wichers, Robert, (1996)
The linear-algebraic structure of least squares
Wichers, Robert, (1990)
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi, (1999)