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A reality check for data snooping
White, Halbert, (2000)
Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando, (2000)
The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi, (2000)
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G., (2006)
A note on variable addition tests for linear and log-linear models
Godfrey, L. G., (2007)
A note on the score test for neglected heterogeneity in the truncated normal regression model
Silva, João Santos, (1993)