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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)
Bootstrapping J-type tests for non-nested regression models
Fan, Yanqin, (1995)
Semiparametric estimation of stochastic production frontier models
Fan, Yanqin, (1996)
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances