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Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj, (2017)
Specification tests for GARCH processes
Cavaliere, Giuseppe, (2021)
Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence
Hill, Jonathan B., (1999)
Minimax risk in estimating kink threshold and testing
Hidalgo, Javier, (2021)
Testing for structural stability in the whole sample
Hidalgo, Javier, (2013)
Specification for lattice processes