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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J., (2011)
Asymptotic F and t tests in an efficient GMM setting
Hwang, Jungbin, (2017)
Fixed-smoothing asymptotics in a two-step generalized method of moments framework
Sun, Yixiao, (2014)
Testing for a shift in mean without having to estimate serial-correlation parameters
Vogelsang, Timothy J., (1998)
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J., (1997)
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J., (1999)