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Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina, (2003)
A test for comparing multiple misspecified conditional distributions
Nonparametric estimation and symmetry tests for conditional density functions
Hyndman, Rob J., (1998)
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