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Estimating discrete choice demand models with sparse market-product shocks
Lu, Zhentong, (2025)
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I., (2024)
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya, (2018)
Estimation of the Phillips curve : Finnish quarterly data, 1922 - 1991
Koiranen, Hannu, (1992)
Exchange rates, interest rates, and speculation
Koiranen, Hannu, (1988)