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Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan, (2019)
Predictability hidden by anomalous observations
Camponovo, Lorenzo, (2013)
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)
Least absolute deviation based unit root tests in smooth transition type of models
Sandberg, Rickard, (2014)
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard, (2008)