Robust out-of-sample inference
Mc Cracken, M.W.
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour1 J.-M.; Torres, O.
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Trend estimation and de-trending via rational square-wave filters
Comment: Bayesian multinomial probit models with a normalization constraint
Reply to Nobile
McCulloch, R.E.; Rossi, P.E.
On estimation and testing goodness of fit for m-dependent stable sequences
Simple resampling methods for censored regression quantiles
Bilias, Y.; Chen, S.; Ying, Z.