//-->
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S., (1999)
Approximations to the distribution of conditional moment test statistics
Smith, Richard J., (2000)
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E., (2000)
Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes
Bierens, Herman J., (2017)
Nonparametric nonlinear cotrending analysis, with and application to interest and inflation in the United States
Bierens, Herman J., (2000)
A consistent Hausman-type model specification test
Bierens, Herman J., (1987)