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The quantilogram: With an application to evaluating directional predictability, и . Journal of Econometrics, 141 (1): 250--282 (ноября 2007)Are there Monday effects in stock returns: A stochastic dominance approach, , и . Journal of Empirical Finance, 14 (5): 736--755 (декабря 2007)Tests of specification for parametric and semiparametric models, и . Journal of Econometrics, 57 (1-3): 277--318 (00 1993)A multiple variance ratio test using subsampling, и . Economics Letters, 79 (2): 225--230 (мая 2003)Consistent bootstrap tests of parametric regression functions. Journal of Econometrics, 98 (1): 27--46 (сентября 2000)A test of normality using nonparametrlic residuals. Econometric Reviews, 17 (3): 301--327 (1998)Consistent specification testing for conditional moment restrictions. Economics Letters, 71 (3): 299--306 (июня 2001)The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series, и . Journal of Econometrics, 91 (1): 1--42 (июля 1999)