Coefficient constancy test in generalized random coefficient autoregressive model. - Zhi-Wen Zhao; Dehui Wang; Cui-Xin Peng (Appl. Math. Comput., 2013)

Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions. - Zhi-Wen Zhao; Yang Li; Cui-Xin Peng; Zhi-Hui Fu (J. Comput. Appl. Math., 2019)