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On the density of generalised noncentral quadratic forms with applications to asymptotic expansions for test statistics
Bravo, Francesco, (2000)
Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian, (1992)
Significance tests for a mis-specified Tobit model
Taylor, Larry W., (1989)
Testing the conditional heteroskedasticity with misspecified alternative hypotheses
Dastoor, Naorayex K., (1997)
A note on the Eicker-White heteroskedasticity-consistent covariance matrix estimator
Dastoor, Naorayex K., (1994)
The equality of comparable extended families of classical-type and Hausman-type statistics
Dastoor, Naorayex K., (2003)