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Pseudolikelihood estimation of the stochastic frontier model
Andor, Mark Andreas, (2017)
Finite sample properties of stochastic frontier estimators and associated test statistics
Coelli, Tim, (1993)
Seasonal integration and the evolving seasonals model
Hylleberg, Svend, (1995)
Modelling the term structure
Pagan, Adrian R., (1995)
Structural models of the liquidity effect