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Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie, (2004)
A bootstrap test for single index models
Härdle, Wolfgang, (2000)
Testing directional forecast value in the presence of serial correlation
Blaskowitz, Oliver, (2008)
Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Econométrie, théorie des tests et philosophie des sciences
Dufour, Jean-Marie, (2000)