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2. A corrected Clarke test for model selection and beyond. (2023). Fermanian, Jean-David ; Bruck, Florian ; Min, Aleksey.
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   RePEc:eee:econom:v:235:y:2023:i:1:p:105-132.

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3. Testing for the presence of jump components in jump diffusion models. (2022). Zheng, XU ; Wang, Bin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:230:y:2022:i:2:p:483-509.

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1. Testing for symmetry and conditional symmetry using asymmetric kernels. (2015). Scaillet, Olivier ; Fernandes, Marcelo ; Mendes, Eduardo.
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2. A Joint Specification Test for Response Probabilities in Unordered Multinomial Choice Models. (2015). Iwasawa, Masamune.
   In: Econometrics.
   RePEc:gam:jecnmx:v:3:y:2015:i:3:p:667-697:d:55867.

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3. Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation. (2015). Gayle, George-Levi ; Miller, Robert A ; Li, Chen.
   In: Working Papers.
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4. Nonparametric specification tests for stochastic volatility models based on volatility density. (2015). Zu, Yang.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:187:y:2015:i:1:p:323-344.

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5. TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT. (2015). Lu, Xun ; white, Habert .
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6. Square Density Weighted Average Derivatives Estimation of Single Index Models. (2014). Sung, Myung Jae.
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   RePEc:kea:keappr:ker-20141231-30-2-05.

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7. Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri. (2013). Hong, Yongmiao ; Chen, Bin.
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8. A Consistent Nonparametric Bootstrap Test of Exogeneity. (2013). Lee, Jinhyun .
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9. Wanna Get Away? RD Identification Away from the Cutoff. (2013). Rokkanen, Miikka ; Angrist, Joshua.
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10. Simple Estimators for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
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11. 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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12. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar.
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13. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Bouezmarni, Taoufik ; Taamouti, Abderrahim.
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14. A Simple Estimator for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
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15. A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
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16. A robust test of specification based on order statistics. (2010). Furno, Marilena.
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17. Structural measurement errors in nonseparable models. (2010). Winter, Joachim ; hoderlein, stefan.
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18. Testing single-index restrictions with a focus on average derivatives. (2010). Escanciano, Juan Carlos ; Song, Kyungchul.
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19. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
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20. Testing and imposing Slutsky symmetry in nonparametric demand systems. (2009). Pendakur, Krishna ; hoderlein, stefan ; Haag, Berthold R..
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    RePEc:eee:econom:v:153:y:2009:i:1:p:33-50.

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21. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
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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, .
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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.
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24. Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence. (2009). Mihaleva, Sonya ; hoderlein, stefan ; Haag, Berthold R..
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25. A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price. (2008). Zerom, Dawit ; Manzan, Sebastiano.
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26. Testing parametric models in the presence of instrumental variables. (2008). Holzmann, Hajo.
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27. Testing for multivariate volatility functions using minimum volume sets and inverse regression. (2008). Polonik, Wolfgang ; Yao, Qiwei.
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28. Breaking the curse of dimensionality in nonparametric testing. (2008). Lavergne, Pascal ; Patilea, Valentin.
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29. Testing for discrete choice models. (2008). Zheng, XU.
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30. Bootstrap-based tests for deterministic time-varying coefficients in regression models. (2008). Kapetanios, George.
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31. Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification. (2008). hoderlein, stefan ; Holzmann, Hajo.
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32. A test for model specification of diffusion processes. (2007). GAO, Jiti ; Chen, Song ; Tang, Chenghong.
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33. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
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34. A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model. (2007). Wang, Lan.
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35. An adaptive empirical likelihood test for parametric time series regression models. (2007). GAO, Jiti ; Chen, Song.
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36. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
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37. A consistent model specification test with mixed discrete and continuous data. (2007). Racine, Jeffrey ; Li, Qi ; hsiao, cheng.
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38. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
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39. Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi.
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40. Nonparametric Econometrics: Theory and Practice. (2006). Li, QI ; Racine, Jeffrey Scott .
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41. Estimation and model specification testing in nonparametric and semiparametric econometric models. (2006). King, Maxwell ; GAO, Jiti.
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42. Central limit theorem for asymmetric kernel functionals. (2005). Monteiro, Paulo ; Fernandes, Marcelo.
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43. Nonparametric specification tests for conditional duration models. (2005). Grammig, Joachim ; Fernandes, Marcelo.
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44. The Environmental Kuznets Curve semi-parametrically revisited. (2005). Strobl, Eric ; Bertinelli, Luisito.
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45. Central limit theorem for asymmetric kernel functionals. (2004). Monteiro, Paulo ; Fernandes, Marcelo.
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46. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
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47. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. (2003). Li, Qi ; hsiao, cheng ; Zinn, Joel.
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