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Infill asymptotic theory and applications in financial econometrics
Lui, Yiu Lim, (2025)
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan, (2022)
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara, (2022)
Testing for unit roots in economic time series with missing observations
Ryan, Kevin F., (1998)
Testing for unit roots in economic time-series with missing observations
Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K., (1987)