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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)
The grid bootstrap and the autoregressive model
Hansen, Bruce E., (1999)
Testing for linearity
Threshold effects in non-dynamic panels : estimation, testing, and inference