//-->
Nonparametric estimation and symmetry tests for conditional density functions
Hyndman, Rob J., (1998)
A normality test for the mean estimator
Eklund, Bruno, (1999)
Bootstrapping the conditional moment test for parametric duration models
Prieger, James E., (2003)
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina, (2000)
Predictive ability with cointegrated variables
Corradi, Valentina, (2001)
Bootstrap specification tests with dependent observations and parameter estimation error