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Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin, (2021)
Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models : lagrange multiplier scan tests
Le Gallo, Julie, (2020)
A Convergent T-Statistic in Spurious Regressions
Sun, Yixiao, (2003)
Bootstrap tests for regression models
Godfrey, L. G., (2009)
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Godfrey, L. G., (2007)
Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G., (2005)