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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)
Constraining Kalman filter and smoothing estimates to satisfy time-varying restrictions
Doran, Howard E., (1990)
On using Durbin's h-test to validate the partial adjustment model
Doran, Howard E., (1986)
Consistent oil covariance estimator and misspecification test for models with stationary errors of unspecified form
Doran, Howard E., (1991)