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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)
A semi-parametric non-nested test in a dynamic panel data model
Li, Qi, (1995)
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin, (1995)
A Hausman specification test based on root-N-consistent semiparametric estimators
Li, Qi, (1992)