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Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie, (2000)
Nonparametric estimation and test for quadrant correlation in multivariate binary response models
Lee, Myoung-jae, (1999)
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian, (2002)
Predictive regression with order-p autoregressive predictors
Amihud, Yakov, (2010)
Multiple-Predictor Regressions : Hypothesis Testing
Predictive regressions : a reduced-bias estimation method
Amihud, Yakov, (2004)