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Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Moreira, Humberto, (2016)
Testing for no-cointegration under time-varying variance
Wang, Shaoping, (2019)
Testing linear relationships between non-constant variances of economic variables
Hirukawa, Junichi, (2020)
Goodness of fit tests and lasso variable selection in time series analysis
Chand, Sohail, (2011)
Efficient Bootstrap Forecast Intervals for Return and Volatility Using the Linear Estimator of Arch Models
Iqbal, Farhat, (2020)