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Robust inference intime-varying structural VAR models : the DC-Cholesky multivariate stochasticvolatility model
Hartwig, Benny, (2020)
On the performance of information criteria for model identification of count time series
Weiß, Christian, (2020)
Efficiency of the V-fold model selection for localized bases
Navarro, Fabien, (2017)
Asymptotically optimal tests using limited information and testing for exogeneity
Smith, Richard J., (1990)
Consistent tests for the encompassing hypothesis
Smith, Richard J., (1993)
Some tests for misspecification in bivariate limited dependent variable models
Smith, Richard J., (1985)