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1. Goodness of fit test for discrete random variables. (2014). Lee, Sang Yeol.
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2. Conditional predictive density evaluation in the presence of instabilities. (2013). Sekhposyan, Tatevik ; Rossi, Barbara.
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3. Testing functional inequalities. (2013). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul.
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4. A maximum entropy type test of fit: Composite hypothesis case. (2013). Lee, Sang Yeol.
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5. Conditional Predictive Density Evaluation in the Presence of Instabilities. (2013). Rossi, Barbara ; Sehkposyan, Tatevik .
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6. Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management. (2012). Stoja, Evarist ; Polanski, Arnold.
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7. Autocontour-based evaluation of multivariate predictive densities. (2012). Yoldas, Emre ; Gonzalez-Rivera, Gloria ; Gonzlez-Rivera, Gloria .
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8. Model Adequacy Checks for Discrete Choice Dynamic Models. (2012). Velasco, Carlos ; Kheifets, Igor.
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9. Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models. (2011). Swanson, Norman ; Corradi, Valentina.
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10. Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output. (2011). Swanson, Norman ; Armah, Nii Ayi .
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11. In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008. (2011). Swanson, Norman ; Cai, Lili .
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12. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
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13. Likelihood-based scoring rules for comparing density forecasts in tails. (2011). Diks, Cees ; Panchenko, Valentyn ; van Dijk, Dick.
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14. Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models. (2011). Corradi, Valentina.
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15. Kernel-based calibration diagnostics for recession and inflation probability forecasts. (2011). van Norden, Simon ; Galbraith, John.
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16. Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions. (2011). Galbraith, John ; Zhu, Dongming .
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17. In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008. (2011). Swanson, Norman ; Cai, Lili .
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18. Likelihood-based scoring rules for comparing density forecasts in tails. (2011). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
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19. Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models. (2011). Swanson, Norman ; Corradi, Valentina.
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20. Specification Analysis of Structural Quantile Regression Models. (2010). Goh, Chuan ; Escanciano, Juan Carlos.
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21. Measuring Core Inflation in Australia with Disaggregate Ensembles. (2010). Ravazzolo, Francesco ; Vahey, Shaun P.
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22. Testing semiparametric conditional moment restrictions using conditional martingale transforms. (2010). Song, Kyungchul.
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23. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
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24. Long memory and nonlinearities in realized volatility: a Markov switching approach.. (2010). Raggi, Davide ; Bordignon, S..
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25. Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation?. (2009). Zerom, Dawit ; Manzan, Sebastiano .
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26. Understanding forecast failure in ESTAR models of real exchange rates. (2009). Buncic, Daniel.
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27. Testing Predictive Ability and Power Robustification. (2009). Song, Kyungchul.
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28. Understanding forecast failure of ESTAR models of real exchange rates. (2009). Buncic, Daniel.
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29. A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data. (2009). LEJEUNE, Bernard .
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30. Flexible estimation of wage distributions in the presence of covariates. (2009). Mora, Juan ; Febrer, Antonia.
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33. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
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34. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
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40. Testing multivariate distributions in GARCH models. (2008). Chen, Zhihong ; Bai, Jushan.
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41. Improved HAC covariance matrix estimation based on forecast errors. (2008). Kuan, Chung-Ming ; Hsieh, Yu-Wei.
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43. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
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47. Nonparametric tests for conditional symmetry in dynamic models. (2007). Escanciano, Juan Carlos ; Delgado, Miguel.
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48. Improved HAC Covariance Matrix Estimation Based on Forecast Errors. (2006). Kuan, Chung-Ming ; Hsieh, Yu-Wei.
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49. A Simulation Based Specification Test for Diffusion Processes. (2006). Swanson, Norman ; Bhardwaj, Geetesh ; Corradi, Valentina.
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50. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
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51. Predictive density and conditional confidence interval accuracy tests. (2006). Swanson, Norman ; Corradi, Valentina.
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52. Bootstrap conditional distribution tests in the presence of dynamic misspecification. (2006). Swanson, Norman ; Corradi, Valentina.
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53. WAGE DISTRIBUTION IN SPAIN, 1994-1999: AN APPLICATION OF A FLEXIBLE ESTIMATOR OF CONDITIONAL DISTRIBUTIONS. (2005). Mora, Juan.
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54. THE TWO-SAMPLE PROBLEM WITH REGRESSION ERRORS: AN EMPIRICAL PROCESS APPROACH. (2005). Mora, Juan.
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55. Testing goodness of fit for the distribution of errors in multivariate linear models. (2005). Jimenez Gamero, M. D., ; Mejias, Pino R. ; Garcia, Muoz J..
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56. Testing normality: a GMM approach. (2005). Meddahi, Nour ; Bontemps, Christian.
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57. Bootstrap specification tests for diffusion processes. (2005). Swanson, Norman ; Corradi, Valentina.
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58. Predective Density and Conditional Confidence Interval Accuracy Tests. (2004). Swanson, Norman ; Corradi, Valentina.
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59. Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives. (2004). Swanson, Norman ; Corradi, Valentina.
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60. A test for the distributional comparison of simulated and historical data. (2004). Swanson, Norman ; Corradi, Valentina.
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61. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests. (2004). Ghysels, Eric ; Andreou, Elena.
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62. A Test for Comparing Multiple Misspecified Conditional Distributions. (2003). Swanson, Norman ; Corradi, Valentina.
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63. Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification. (2003). Swanson, Norman ; Corradi, Valentina.
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