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Monitoring multivariate process variability with individual observations via penalised likelihood estimation
Yeh, Arthur B., (2012)
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf, (2015)
A pitfall in using the characterization of Granger non-gausality in vector autoregressive models
Triacca, Umberto, (2015)
Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom, (1989)
A class of decompositions of the variance-covariance matrix of a generalized error components model
Wansbeek, Tom, (1982)
The dynamics of preference formation
Kapteyn, Arie, (1978)