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Simulation-based inference : A survey with special reference to panel data models, and . Journal of Econometrics, 59 (1-2): 5--33 (September 1993)Simulated residuals, , , and . Journal of Econometrics, 34 (1-2): 201--252 (00 1987)Testing nested or non-nested hypotheses, , and . Journal of Econometrics, 21 (1): 83--115 (January 1983)Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters, , and . Journal of Econometrics, 16 (1): 166--161 (May 1981)Testing, confidence regions, model selection, and asymptotic theory, and . Themes in modern econometrics Cambridge Univ. Press, Cambridge u.a., (1995)Generalised residuals, , , and . Journal of Econometrics, 34 (1-2): 5-32 (1987)lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis., , , and . CAMSAP, page 29-32. IEEE, (2011)An efficient nonparametric estimator for models with nonlinear dependence, and . Journal of Econometrics, 137 (1): 189--229 (March 2007)Factor ARMA representation of a Markov process, , and . Economics Letters, 71 (2): 165--171 (May 2001)Financial econometrics, and . Princeton-series in finance Princeton Univ. Press, Princeton u.a., (2001)