//-->
Fractional probit with Cross-Sectional Volatility : bridging heteroskedastic probit and fractional response models
Songsak Sriboonchitta, (2025)
Tests of Specification in Econometrics
Ruud, Paul A., (1984)
Robust Estimation of ARMA Models with Near Root Cancellation
Cogley, Timothy, (2012)
A simple lagrange multiplier test for lognormal regression
Poirier, Dale J., (1979)
On the appropriateness of endogenous switching
Poirier, Dale J., (1981)
Probit with dependent observations
Poirier, Dale J., (1988)