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Improving the J test in the SARAR model by likelihood-based estimation
Burridge, Peter, (2012)
On bootstrap validity for subset Anderson-Rubin test in IV regressions
Doko Tchatoka, Firmin, (2015)
Testing for homogeneity in mixture models
Gu, Jiaying, (2018)
The Kalman filter model under the assumption of the first-order autoregressive process in the disturbance terms
Tanizaki, Hisashi, (1989)
Kalman filter model with qualitative dependent variables
Tanizaki, Hisashi, (1993)
Nonlinear filters : estimation and applications