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Leveraged bootstrap test of volatility : a novel approach to the energy consumption and economic growth puzzle
Lee, Kuo-Hao, (2017)
Measuring nonlinear Granger causality in mean
Song, Xiaojun, (2018)
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan, (2019)
Spectral analysis for bivariate time series with long memory
Hidalgo, Javier, (1996)
Specification testing for regression models with dependent data
Hidalgo, Javier, (2008)
Consistent order selection with strongly dependent data and its application to efficient estimation
Hidalgo, Javier, (2002)