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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Nonparametric significance testing
Lavergne, Pascal, (2000)
A consistent test of conditional parametric distributions
Zheng, John Xu, (2000)
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin, (2009)
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to stateprice density estimation
Zhang, Xibin, (2007)
A social loss approach to testing the efficiency of Australian financial futures
Brooks, Robert, (1990)