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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)
A test for volatility spillover with application to exchange rates
Hong, Yongmiao, (2001)
Testing for independence between two stationary time series via the empirical characteristic function
M-testing using finite and infinite dimensional parameter estimators
White, Halbert, (1993)