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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Nonparametric significance testing
Lavergne, Pascal, (2000)
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
Business cycle fluctuations in US regions and industries : the roles of national, region-specific, and industry-specific shocks
Clark, Todd E., (1992)
Finite-sample properties of tests for equal forecast accuracy
Clark, Todd E., (1999)
Forecasting an aggregate of cointegrated disaggregates
Clark, Todd E., (2000)