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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Nonparametric significance testing
Lavergne, Pascal, (2000)
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
Specification tests based on the heterogeneous generalized gamma model of duration : with an application to Kennan's strike data
Jaggia, Sanjiv, (1991)
Tests of moment restrictions in parametric duration models
The choice of a mixing distribution in duration models