1. Some Further Evidence on the Behaviour of Stock Returns in India. (2010). HIREMATH, GOURISHANKAR ; Bandi, Kamaiah.
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2. Sign Tests for Dependent Observations and Bounds for Path-Dependent Options. (2005). Ibragimov, Rustam ; Brown, Donald.
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3. Sign Tests for Dependent Observations and Bounds for Path-Dependent Options. (2005). Ibragimov, Rustam ; Brown, Donald.
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1. A primer on the theory and practice of efficiency and productivity analysis. (2017). Zofío, José ; Orea, Luis ; Zofio, Jose L.
   In: Efficiency Series Papers.
   RePEc:oeg:wpaper:2017/05.

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2. Testing for symmetry and conditional symmetry using asymmetric kernels. (2015). Scaillet, Olivier ; Fernandes, Marcelo ; Mendes, Eduardo.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:67:y:2015:i:4:p:649-671.

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3. Information Measures for Nonparametric Kernel Estimation. (2015). Racine, Jeffrey ; Beheshti, Neshat ; Soofi, Ehsan S..
   In: Department of Economics Working Papers.
   RePEc:mcm:deptwp:2015-03.

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4. The forecasting accuracy of models of post-award network deployment: An application of maximum score tests. (2015). Madden, Gary ; Mayer, Walter ; Tran, Thien ; Wu, Chen.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:31:y:2015:i:4:p:1153-1158.

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5. Predictability dynamics of Islamic and conventional equity markets. (2015). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Aras, Guler.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

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6. Testing Serial Independence via Density-Based Measures of Divergence. (2014). de Capitani, Lucio ; Bagnato, Luca ; Punzo, Antonio.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:16:y:2014:i:3:d:10.1007_s11009-013-9320-4.

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7. Explaining efficiency in municipal services providers. (2014). Moreno Enguix, Maria del Rocio ; Benito, Bernardino ; Solana, Jose .
   In: Journal of Productivity Analysis.
   RePEc:kap:jproda:v:42:y:2014:i:3:p:225-239.

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8. Serial Correlation and Serial Dependence. (2013). Hong, Yongmiao.
   In: Working Papers.
   RePEc:wyi:wpaper:001955.

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9. International market links and volatility transmission. (2012). Fernandes, Marcelo ; Corradi, Valentina ; Distaso, Walter.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:170:y:2012:i:1:p:117-141.

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10. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1217.

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11. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Bouezmarni, Taoufik ; Taamouti, Abderrahim.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1211.

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12. Semi-nonparametric estimation and misspecification testing of diffusion models. (2011). Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:2:p:382-403.

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13. Generalized runs tests for the IID hypothesis. (2011). Cho, Jin Seo ; White, Halbert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:326-344.

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14. A new test for chaos and determinism based on symbolic dynamics. (2010). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Marin, Manuel Ruiz.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:76:y:2010:i:3:p:600-614.

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15. Exponential Series Estimator of multivariate densities. (2010). Wu, Ximing.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:354-366.

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16. Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models. (2010). Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:239-259.

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17. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0927.

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18. Testing independence in nonparametric regression. (2009). Neumeyer, Natalie.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:100:y:2009:i:7:p:1551-1566.

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19. Semiparametric tests of conditional moment restrictions under weak or partial identification. (2009). Pinkse, Joris ; Jun, Sung Jae.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:152:y:2009:i:1:p:3-18.

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20. A nonparametric test for equality of distributions with mixed categorical and continuous data. (2009). Racine, Jeffrey ; Maasoumi, Esfandiar ; Li, Qi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:186-200.

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21. A smoothed bootstrap test for independence based on mutual information. (2009). Yu, Philip ; Wu, Edmond H. C., ; Li, W. K..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:7:p:2524-2536.

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22. A nonparametric copula based test for conditional independence with applications to granger causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we093419.

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23. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-28.

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24. Can rare events explain the equity premium puzzle?. (2008). Julliard, Christian ; Ghosh, Anisha.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:4808.

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25. A non-parametric independence test using permutation entropy. (2008). Ruiz Marin, Manuel ; Matilla-García, Mariano ; Matilla-Garcia, Mariano.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:1:p:139-155.

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26. A Test for Serial Dependence Using Neural Networks. (2007). Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp609.

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27. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:44-64.

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28. A consistent model specification test with mixed discrete and continuous data. (2007). Racine, Jeffrey ; Li, Qi ; hsiao, cheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:802-826.

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29. Time reversibility of stationary regular finite-state Markov chains. (2007). McCausland, William.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:136:y:2007:i:1:p:303-318.

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30. Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities. (2006). Kim, Kyoo il.
    In: Working Papers.
    RePEc:siu:wpaper:20-2006.

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31. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
    In: Economics Books.
    RePEc:pup:pbooks:8355.

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32. Density selection and combination under model ambiguity: an application to stock returns. (2005). D'Amico, Stefania.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-09.

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33. Nonparametric Tests for Serial Independence Based on Quadratic Forms. (2005). Panchenko, Valentyn ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-13.

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34. Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections. (2004). Bayer, Christian.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0411018.

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35. Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections. (2004). Bayer, Christian.
    In: Econometrics.
    RePEc:wpa:wuwpem:0405001.

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36. Density Estimation and Combination under Model Ambiguity. (2004). D'Amico, Stefania.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:273.

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37. Time Reversibility of Stationary Regular Finite State Markov Chains. (2004). McCausland, William.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2004-07.

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38. Simulated nonparametric estimation of continuous time models of asset prices and returns. (2004). Mele, Antonio ; Altissimo, Filippo.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24674.

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39. A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669.

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40. Testing Independence in Models of Productive Efficiency. (2003). Wilson, Paul.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:20:y:2003:i:3:p:361-390.

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41. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. (2003). Li, Qi ; hsiao, cheng ; Zinn, Joel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:112:y:2003:i:2:p:295-325.

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42. A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS. (2002). Li, Qi ; Fan, Yanqin.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:3:p:337-352.

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43. Entropy and predictability of stock market returns. (2002). Racine, Jeffrey ; Maasoumi, Esfandiar.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:107:y:2002:i:1-2:p:291-312.

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44. Tests for Serial Independence and Linearity based on Correlation Integrals. (2001). Manzan, Sebastiano ; Diks, Cees.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010085.

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45. THE RANDOM WALK OF STOCK PRICES: IMPLICATIONS OF RECENT NONPARA-METRIC TESTS. (2001). Dahl, Christian ; Nielsen, Steen.
    In: Working Papers.
    RePEc:hhs:cbsnow:2001_007.

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46. Nonparametric entropy-based tests of independence between stochastic processes. (2001). Fernandes, Marcelo.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:413.

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47. Tests for serial independence and linearity based on correlation integrals. (2001). Diks, Cees ; Manzan, S..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:01-02.

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48. Nonparametric Likelihood Ratio Tests. (2000). Marsh, Patrick.
    In: Discussion Papers.
    RePEc:yor:yorken:00/56.

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49. Multisample tests for scale based on kernel density estimation. (2000). Mizushima, Takamasa.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:49:y:2000:i:1:p:81-91.

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50. Testing time reversibility without moment restrictions. (2000). Kuan, Chung-Ming ; Chou, Ray ; Chen, Yi-Ting.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:95:y:2000:i:1:p:199-218.

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51. A Dependence Metric for Nonlinear Time Series. (2000). Maasoumi, Esfandiar.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0421.

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52. Asymptotic Trimming for Bounded Density Plug-in Estimators. (2000). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:479.

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53. Nonparametric tests for model selection with time series data. (1999). Hidalgo, Javier.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:8:y:1999:i:2:p:365-398.

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54. M-Testing Using Finite and Infinite Dimensional Parameter Estimators. (1999). Hong, Yongmiao ; White, Halbert.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt9qz123ng.

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55. A consistent nonparametric test for serial independence. (1998). Pinkse, Joris.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:84:y:1998:i:2:p:205-231.

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56. Conditional Independence Restrictions: Testing and Estimation. (1996). LINTON, OLIVER ; Gozalo, Pedro.
    In: Cowles Foundation Discussion Papers.
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