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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)
VAR, error correction and pretest forecasts at long horizons
Stock, James H., (1996)
Deciding between I(1) and I(0)
Stock, James H., (1992)
Monetary policy in a changing economy : indicators, rules, and the shift towards intangible output
Stock, James H., (1999)