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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)
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan, (1997)
Over-rejections in rational expectations models : a non-parametric approach to the Mankiw-Shapiro problem
Campbell, Bryan, (1991)
Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)