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Two-dimensional modelling of financial data
Jurić, Višnja, (2024)
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda, (2019)
Moment conditions for the quadratic regression model with measurement error
Meijer, Erik, (2022)
A simple asset pricing model with social interactions and heterogeneous beliefs
Chang, Sheng-kai, (2007)
A computationally practical simulation estimation for dynamic panel Tobit models
Chang, Sheng-kai, (2011)
Herd behavior, bubbles and social interactions in financial markets
Chang, Sheng-kai, (2014)