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A simple, non-parametric test of predictive performance
Pesaran, M. Hashem, (1990)
An adaptive, rate optimal test of a parametric model against a nonparametric alternative
Horowitz, Joel, (1999)
Some nonparametric tests for unit roots and cointegration
Breitung, Jörg, (1999)
A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie, (1999)
Estimating average economic growth in time series data with persistency
Xiao, Zhijie, (2004)
Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie, (2001)