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Some theoretical results for generalized ridge regression estimators, , and . Journal of Econometrics, 25 (1-2): 191--203 (00 1984)Specification pre-test estimator, and . Journal of Econometrics, 25 (1-2): 15--27 (00 1984)Migration correlation: Definition and efficient estimation, and . Journal of Banking & Finance, 29 (4): 865--894 (April 2005)Indirect Inference, , and . Journal of Applied Econometrics, 8 (0): 85-118 (December 1993)Econometric specification of the risk neutral valuation model, , and . Journal of Econometrics, 94 (1-2): 117--143 (00 2000)Duration time-series models with proportional hazard, and . Journal of Time Series Analysis, 29 (1): 74--124 (Jan 1, 2008)doi: 10.1111/j.1467-9892.2007.00546.x.Continuous Time Wishart Process for Stochastic Risk. Econometric Reviews, 25 (2): 177--217 (2006)The ordered qualitative model for credit rating transitions, , and . Journal of Empirical Finance, 15 (1): 111--130 (January 2008)Prepayment analysis for securitization, , and . Journal of Empirical Finance, 2 (1): 45--70 (March 1995)Handbook of Econometrics, and . Volume 4, chapter Chapter 44 Testing non-nested hypotheses, page 2583--2637. Elsevier, (1994)