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Exact permutation tests for non-nested non-linear regression models
Luger, Richard, (2004)
Frequentist evaluation of small DSGE models
BÄrdsen, Gunnar, (2015)
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk, (2021)
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard, (2014)
An omnibus test for heteroskedasticity
Luger, Richard, (2010)