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Expectations, risk premia and information spanning in dynamic term structure model estimation
Guimarães, Rodrigo, (2014)
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J., (2000)
GMM with weak identification
Stock, James H., (2000)
Estimation of the SUR Tobit model via the MCECM algorithm
Huang, Ho-chuan, (1999)
Tests of regime-switching CAPM under price limits
Huang, Ho-chuan, (2003)
A flexible nonlinear inference to the Kuznets hypothesis
Huang, Ho-chuan, (2004)