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The Size Problem of Kernel Based Bootstrap Tests When The Null is Nonparametric
Barrientos-Marin, Jorge, (2010)
Asymptotic Refinements of a Fully Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests of Extremum Estimators
Camponovo, Lorenzo, (2015)
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D., (2010)
Heterogeneity in panel data and in nonparametric analysis in honor of Professor Cheng Hsiao
Hsiao, Cheng, (2015)
Testing serial correlation in semiparametric panel data models
Li, Qi, (1998)
A consistent test for conditional heteroskedasticity in time-series regression models
Hsiao, Cheng, (2001)