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Time series econometrics : learning through replication
Levendis, John D., (2018)
Time Series Econometrics : Learning Through Replication
Levendis, John D., (2023)
Robust out-of-sample inference
McCracken, Michael W., (2000)
An out-of-sample, nonparametric test of the Martingale difference hypothesis
Consistent testing for structural change at the ends of the sample
McCracken, Michael W., (2012)