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A reality check for data snooping
White, Halbert, (2000)
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
Corradi, Valentina, (2003)
Some Recent Developments in Predictive Accuracy Testing with Nested Models and (Generic) Nonlinear Alternatives
Swanson, Norman R., (2003)
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina, (2000)
Predictive ability with cointegrated variables
Corradi, Valentina, (2001)
Bootstrap specification tests with dependent observations and parameter estimation error