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A unit-level quantile nested error regression model for domain prediction with continuous and discrete outcomes
Weidenhammer, Beate, (2016)
No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem, (1997)
Nonparametric estimation with nonlinear budget sets
Blomquist, Nils Sören, (1999)
Model-assistend estimation of forest resources with generalized additive models
Opsomer, Jean D., (2007)
Modeling long-memory stochastic volatility
DeLima, Pedro J. F., (1994)
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay, (1998)