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Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M., (2000)
Bayesian inference in econometrics
Bhat, Avanindra Narayan, (1999)
An equality test across nonparametric regressions
Lavergne, Pascal, (1998)
The hot air in R 2 : comment
Lavergne, Pascal, (1996)
Lavergne, Pascal, (2001)