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Aug 06 2014 Kien C Tran
  Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects
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Apr 05 2013 Maddalena Cavicchioli
  On asymptotic properties of the QLM estimators for GARCH models
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Jan 23 2012 Shuichi Nagata
  Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes
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Jun 19 2010 William Barnett and Ousmane Seck
  A note on nonidentification in truncated sampling distribution estimation
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