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Consistent bootstrap tests of parametric regression functions
Whang, Yoon-jae, (2000)
Les méthodes du bootstrap dans les modèles de régression
Flachaire, Emmanuel, (2000)
Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G., (2000)
The robustness of asset pricing models: Coskewness and cokurtosis
Ando, Masakazu, (2006)
A note on bootstrapped White's test for heteroskedasticity in regression models
Ando, Masakazu, (2007)