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Smooth Transition Spatial Autoregressive Models
Andree, Bo Pieter Johannes, (2017)
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Lin, Xu, (2010)
Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong, (2013)
A series approximation of the bias in nonlinear panel data models with fixed effects
Chavleishvili, Sulkhan, (2014)
Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan, (2019)