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Estimation and testing of regression disturbances based on modified likelihood functions, and . Journal of Statistical Planning and Inference, 71 (1-2): 75--92 (Aug 1, 1998)Smoothing spline based tests for non-linearity in a partially linear model, , and . Journal of Statistical Planning and Inference, 136 (8): 2446--2469 (Aug 1, 2006)A further class of tests for heteroscedasticity, and . Journal of Econometrics, 37 (2): 265--276 (February 1988)Nonnested testing for autocorrelation in the linear regression model, and . Journal of Econometrics, 58 (3): 295--314 (August 1993)Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors, and . Journal of Econometrics, 47 (1): 115--143 (January 1991)Editors' introduction: 40 years of diagnostic testing, and . Journal of Econometrics, 47 (1): 1--4 (January 1991)A Bayesian approach to bandwidth selection for multivariate kernel density estimation., , and . Comput. Stat. Data Anal., 50 (11): 3009-3031 (2006)Modified Wald test for regression disturbances, and . Economics Letters, 56 (1): 5--11 (Sep 26, 1997)Towards a theory of point optimal testing. Econometric Reviews, 6 (2): 169--218 (1987)Most mean powerful invariant test for testing two-dimensional parameter spaces, and . Journal of Statistical Planning and Inference, 134 (2): 536--548 (Oct 1, 2005)