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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)
Statistical inference with simulated likelihood functions
Lee, Lung-fei, (1999)
Estimation of dynamic limited-dependent rational expectations models
Estimation of dynamic and ARCH Tobit models