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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua, (2015)
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Approximate Bayesian forecasting
Frazier, David T., (2018)
Forecasting observables with particle filters : any filter will do!
Leung, Patrick, (2019)
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao, (2022)