//-->
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan, (2019)
Robust GMM Tests for Structural Breaks
Gagliardini, Patrick, (2004)
Robust GMM tests for structural breaks
Gagliardini, Patrick, (2005)
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson, (2010)
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard, (2008)
Convergence to stochastic power integrals for dependent heterogeneous processes
Sandberg, Rickard, (2009)