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Specification tests for GARCH processes
Cavaliere, Giuseppe, (2021)
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj, (2017)
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao, (2002)
Robust inference for threshold regression models
Hidalgo, Javier, (2019)
Testing for structural stability in the whole sample
Hidalgo, Javier, (2012)
Hidalgo, Javier, (2013)