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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)
Small-sample power of tests for inequality restrictions : the case of quarter-dependent regression errors
Wu, Ping X., (1996)
Variance decomposition of stock returns and dividend imputation system
Wu, Ping X., (1999)
Unequally spaced panel data regressions with AR(1) disturbances
Baltagi, Badi H., (1999)