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Xi Qu, Xlaoliang Wang, Lung-fei Lee, Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small, The Econometrics Journal, Vol. 19, No. 3, RES ...
The semiparametric GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) model of Yang (2006, Journal of Econometrics 130, 365-384) has combined the flexibility of a nonparametric link ...
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