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A semiparametric single index model with heterogeneous impacts on an unobserved variable
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Robust score and portmanteau tests of volatility spillover
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Multi-scale tests for serial correlation
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Specification testing for transformation models with an application to generalized accelerated failure-time models
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Improved likelihood ratio tests for cointegration rank in the VAR model
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Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
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Asymptotically distribution-free tests for the volatility function of a diffusion
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Risk-parameter estimation in volatility models
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Estimation of fixed effects panel regression models with separable and nonseparable space–time filters
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Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
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