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Strong Consistency in Nonlinear Stochastic Regression ModelsK. Skouras · The Annals of Statistics · 2000

Strong consistency in nonlinear regression with multipucative errorBhattacharyya, B. B.; Otsuka, Y.; Richardson, G. D. · Communications in Statistics - Theory and Methods · 1992

Strong consistency of Bayes estimates in nonlinear stochastic regression modelsInchi Hu · 1998

Strong consistency of a sieve estimator for the variance in nonlinear regressionB.B. Bhattacharyya; G.D. Richardson · 1992

Note on the strong consistency of the least squares estimator in nonlinear regressionLäuter, Henning · Statistics · 1989

Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regressionXia, Tian; Jiang, Xuejun; Wang, Xueren · Statistics & Probability Letters · 2015

[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992

On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985

MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008

Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989

ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013

UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008

Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995