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Measurement errors in index trader positions data: Is the price pressure hypothesis still invalid?

Computation of the Exact Fisher Information Matrix of a Multiple Input Single Output Time Series Models

Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution

Effect size measures for longitudinal growth analyses: Extending a framework of multilevel model R-squareds to accommodate heteroscedasticity, autocorrelation, nonlinearity, and alternative centering strategies.

A New Smoothing Method for Time Series Data in the Presence of Autocorrelated Error

On Partial-Sum Processes of ARMAX Residuals

Robust second-order least-squares estimation for regression models with autoregressive errors

Linear Regression Model: Relaxing the Classical Assumptions

Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression

A novel partial-linear single-index model for time series data

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Autocorrelated Error 자기 상관 오류
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