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Model Specification Testing for Nonlinear Multivariate Cointegrating Regressions
Dong, Chaohua, (2016)
Testing for weak identification in possibly nonlinear models
Inoue, Atsushi, (2010)
Testing for co-nonlinearity
Hungnes, Håvard, (2015)
Recursive predictability tests for real-time data
Inoue, Atsushi, (2005)
Out-of-Sample Forecast Tests Robust to the Window Size Choice
Rossi, Barbara, (2011)
Confidence Intervals for Bias and Size Distortion in IV and Local Projections — IV Models
Ganics, Gergely, (2018)