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A Gini estimator for regression with autocorrelated errors
Ka, Ndéné, (2023)
Benchmark forecast and error modeling
Chen, Zhao-Guo, (2017)
Monitoring multistage processes with autocorrelated observations
Kim, Jinho, (2017)
A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong, (2020)
Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance
Wu, Jianhong, (2019)
Eigenvalue difference test for the number of common factors in the approximate factor models
Wu, Jianhong, (2018)