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Maximum likelihood based inference in the two-way random effects model with serially correlated time effects
Skoglund, Jimmy, (2001)
Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao, (2007)
Could the virtual be similar to the real? : a first look from an efficient markets perspective
Yang, Ruoke, (2013)
Handling endogenous regressors by joint estimation using copulas
Park, Sungho, (2012)
Comparison of SML and GMM estimators for the random coefficient logit model using aggregate data
A regime-switching model of cyclical category buying
Park, Sungho, (2011)