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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)
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin, (1990)
When are two step estimators efficient?
McAleer, Michael, (1989)
Japanese financial markets and the role of the yen
McKenzie, Colin, (1992)