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QUALITATIVE THRESHOLD ARCH MODELS.
GOURIEROUX, C., (1990)
Asymptotic Distribution of the Maximum Likelihood Estimator for Stochastic Frontier Function Model with a Singular Information Matrix.
Lee, L.F., (1992)
ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS.
BAI, J., (1989)
On Wieand's Theorem.
Kallenberg, W.C.M., (1993)
Goodness of Fit for the Constancy of a Classical Statistical Model Over Time
Koning, A.J., (1996)
Goodness-of-fit tests for a heavy tailed distribution
Koning, A.J., (2005)