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An adaptive long memory conditional correlation model
Dark, Jonathan, (2024)
Strucchange : an R package for testing for structural change in linear regression models
Zeileis, Achim, (2001)
A model-free consistent test for structural change in regression possibly with endogeneity
Fu, Zhonghao, (2019)
Human capital and economic growth
Savvides, Andreas, (2009)
Testing for nonlinear dynamics in historical unemployment series
Alogoskouphēs, Giōrgos, (1991)
A comparison of risk premium forecasts implied by parametric versus nonparametric conditional mean estimators
McCurdy, Thomas H., (1991)