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1. Does foreign aid reduce poverty? A dynamic panel data analysis for sub-Saharan African countries. (2021). Odhiambo, Nicholas ; Mahembe, Edmore.
   In: The Journal of Economic Inequality.
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2. Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility. (2021). Alonso-Gonzalez, Pablo J ; Nuez-Velazquez, Jose Javier ; Ramos-Perez, Eduardo.
   In: Mathematics.
   RePEc:gam:jmathe:v:9:y:2021:i:15:p:1794-:d:603655.

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3. Revisiting the environmental Kuznets curve in China: A spatial dynamic panel data approach. (2021). Wang, Wei ; Yu, Jihai ; Chang, Hsuan-Yu.
   In: Energy Economics.
   RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004680.

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4. Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data. (2021). Ewald, Christian-Oliver ; Zou, Yihan.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:64:y:2021:i:c:p:37-52.

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5. Simple estimators and inference for higher-order stochastic volatility models. (2021). Ahsan, Md Nazmul ; Dufour, Jean-Marie.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:224:y:2021:i:1:p:181-197.

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6. Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility. (2021). Alonso-Gonz, Pablo J ; Jos'e Javier N'u~nez-Vel'azquez, ; Ramos, Eduardo.
   In: Papers.
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7. Natural resources fund types and capital accumulation: A comparative analysis. (2020). Ouoba, Youmanli.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:66:y:2020:i:c:s030142071930772x.

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8. Estimation of a multiplicative correlation structure in the large dimensional case. (2020). LINTON, OLIVER ; Hafner, Christian ; Tang, Haihan.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

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9. The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing. (2019). Veliyev, Bezirgen ; Thyrsgaard, Martin ; Christensen, Kim.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:212:y:2019:i:2:p:556-583.

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10. Testing with Exponentially Tilted Empirical Likelihood. (2018). Miranda, P ; Martin, N ; Pardo, L ; Felipe, A.
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11. Modelling asymmetric conditional heteroskedasticity in financial asset returns: an extension of Nelson’s EGARCH model. (2018). Cassim, Lucius.
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    RePEc:pra:mprapa:86615.

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12. A semi-parametric GARCH (1, 1) estimator under serially dependent innovations. (2018). Cassim, Lucius.
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13. Earnings Growth and Movements in Self‐Reported Health. (2017). Pirttila, Yukka ; Addison, Tony ; Halliday, Timothy J ; Tarp, Finn.
    In: Review of Income and Wealth.
    RePEc:bla:revinw:v:63:y:2017:i:4:p:760-776.

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14. A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S.
    In: International Review of Finance.
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15. Does energy efficiency improve technological change and economic growth in developing countries?. (2016). Calì, Massimiliano ; Cantore, Nicola ; Cali, Massimiliano ; Te, Dirk Willem.
    In: Energy Policy.
    RePEc:eee:enepol:v:92:y:2016:i:c:p:279-285.

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16. Regularized LIML for many instruments. (2015). Tchuente, Guy ; Carrasco, Marine.
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    RePEc:eee:econom:v:186:y:2015:i:2:p:427-442.

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17. Econometricians Have Their Moments: GMM at 32. (2015). Hall, Alastair R..
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18. A flexible and automated likelihood based framework for inference in stochastic volatility models. (2014). Yu, Jun ; Skaug, Hans J..
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19. Stochastic volatility model under a discrete mixture-of-normal specification. (2013). Xu, Dinghai ; Knight, John.
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20. Privatization and globalization: An empirical analysis. (2013). Valery, Pascale ; Debab, Nassima ; Boubakri, Narjess ; Cosset, Jean-Claude.
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21. Earnings Growth and Movements in Self-Reported Health. (2012). Halliday, Timothy.
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22. Exchange rates and oil prices: A multivariate stochastic volatility analysis. (2012). Ding, Liang ; Vo, Minh .
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23. A regularization approach to the many instruments problem. (2012). Carrasco, Marine.
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24. Estimating the agglomeration benefits of transport investments: some tests for stability. (2011). Graham, Daniel ; Dender, Kurt .
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25. Earnings Growth and Movements in Self-Reported Health. (2011). Halliday, Timothy.
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26. Oil and stock market volatility: A multivariate stochastic volatility perspective. (2011). Vo, Minh .
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    RePEc:eee:eneeco:v:33:y:2011:i:5:p:956-965.

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27. Fourth order pseudo maximum likelihood methods. (2011). Rockinger, Michael ; Monfort, Alain ; Holly, Alberto.
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28. Stock and Bond Relationships in Asia. (2010). Johansson, Anders.
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29. Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter. (2009). Sapp, Travis .
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30. A Note on the Theme of Too Many Instruments*. (2009). Roodman, David.
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31. Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments. (2008). .
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32. Modeling foreign exchange rates with jumps. (2007). McCurdy, Thomas ; Maheu, John.
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33. Gamma stochastic volatility models. (2006). Sivakumar, Ranjini ; Balakrishna, N. ; Abraham, Bovas.
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34. On the estimation and comparison of short-rate models using the generalised method of moments. (2006). faff, robert ; Gray, Philip.
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35. Approaches to forecasting volatility: Models and their performances for emerging equity markets. (2006). Pezzo, Rosanna ; Uberti, Mariacristina.
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36. Deciding between GARCH and stochastic volatility via strong decision rules. (2006). Hafner, Christian ; Preminger, Arie.
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37. The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility. (2004). Lux, Thomas.
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38. A simple estimation method and finite-sample inference for a stochastic volatility model. (2004). Dufour, Jean-Marie ; Valery, Pascale.
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39. On the Relationship Between the Conditional Mean and Volatility of Stock Returns: A Latent VAR Approach. (2002). Kang, Qiang ; Brandt, Michael W..
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40. Cross-sectional tests of deterministic volatility functions. (2002). Wu, Tao ; Brandt, Michael W..
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41. An Eigenfunction Approach for Volatility Modeling.. (2001). Meddahi, Nour.
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43. An Eigenfunction Approach for Volatility Modeling. (2001). Meddahi, Nour.
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45. Estimating continuous-time stochastic volatility models of the short-term interest rate. (1997). Andersen, Torben ; Lund, Jesper .
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48. Testing the bivariate mixture hypothesis using German Stock market data. (1996). Liesenfeld, Roman ; Jung, Robert C..
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50. Models and Priors for Multivariate Stochastic Volatility. (1995). Rossi, Peter ; Jacquier, Eric ; Polson, Nicholas G..
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