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Small sample adjustments for the J-test
Godfrey, L. G., (1983)
Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X., (1991)
Testing the significance of deviations from rational behavior
Tsur, Yaʿaḳov, (1990)
Model selection in threshold models
Kapetanios, George, (1999)
Threshold models for trended time series
A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George, (2008)