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Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Heitger, Florian, (2010)
Heterogeneous forecasters and nonlinear expectation formation in the US stock market
Pierdzioch, Christian, (2014)
GMM estimation of the autoregressiveparameter in a spatial autoregressive errormodel using regression residuals
Arnold, Matthias, (2007)
Testing large-dimensional correlation