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2. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
   In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
   RePEc:spr:testjl:v:22:y:2013:i:3:p:361-411.

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3. Testing for Uncorrelated Residuals in Dynamic Count Models with an Application to Corporate Bankruptcy. (2013). Sant'Anna, Pedro ; Sant'Anna, Pedro H. C., .
   In: MPRA Paper.
   RePEc:pra:mprapa:48376.

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1. Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Laeven, Roger ; Einmahl, John ; Can, S U.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:65a9e694-665d-4671-aaf1-4e2093fcec17.

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2. Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Einmahl, John ; Laeven, Roger ; Can, S U.
   In: Discussion Paper.
   RePEc:tiu:tiucen:65a9e694-665d-4671-aaf1-4e2093fcec17.

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3. Permutation test for heterogeneous treatment effects with a nuisance parameter. (2021). Olivares, Mauricio ; Chung, Eunyi.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:225:y:2021:i:2:p:148-174.

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4. Testing constancy in varying coefficient models. (2021). Arteaga-Molina, Luis A ; Delgado, Miguel A.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:222:y:2021:i:1:p:625-644.

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5. Goodness-of-fit testing for copulas: a distribution-free approach. (2020). Laeven, Roger ; Laeven, R. J. A., ; Einmahl, John ; Can, S U.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:211b2be9-b46e-41e2-9b95-18fa92cfda8c.

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6. Testing the white noise hypothesis of stock returns. (2019). Hill, Jonathan B ; Motegi, Kaiji.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:76:y:2019:i:c:p:231-242.

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7. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas. (2017). Einmahl, John ; Laeven, R. J. A., ; Can, S U.
   In: Other publications TiSEM.
   RePEc:tiu:tiutis:feb9a064-2a9f-47d6-a02b-7e5bfeeb9a63.

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8. Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas. (2017). Laeven, Roger ; Einmahl, John ; Laeven, R. J. A., ; Can, S U.
   In: Discussion Paper.
   RePEc:tiu:tiucen:feb9a064-2a9f-47d6-a02b-7e5bfeeb9a63.

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9. Specification tests for lattice processes. (2015). Hidalgo, Javier ; Seo, Myung Hwan.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:66104.

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10. A bootstrapped spectral test for adequacy in weak ARMA models. (2015). Zhu, Ke ; Li, Wai Keung.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:187:y:2015:i:1:p:113-130.

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11. The generalised autocovariance function. (2015). Proietti, Tommaso ; Luati, Alessandra.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:245-257.

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12. An updated review of Goodness-of-Fit tests for regression models. (2013). Gonzalez-Manteiga, Wenceslao ; Crujeiras, Rosa .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:22:y:2013:i:3:p:361-411.

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13. The Generalised Autocovariance Function. (2013). Proietti, Tommaso ; Luati, Alessandra.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:276.

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14. A bootstrapped spectral test for adequacy in weak ARMA models. (2013). Zhu, Ke ; Li, Wai-Keung .
    In: MPRA Paper.
    RePEc:pra:mprapa:51224.

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15. Specification for lattice processes. (2013). SEO, MYUNG HWAN ; Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58191.

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16. Robust adaptive rate-optimal testing for the white noise hypothesis. (2013). Guay, Alain ; Lazarova, Tpana ; Guerre, Emmanuel .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:2:p:134-145.

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17. SPECIFICATION FOR LATTICE PROCESSES. (2013). Hidalgo, Javier ; Seo, Myung Hwan.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:562.

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18. Testing Semiparametric Hypotheses in Locally Stationary Processes. (2013). Dette, Holger ; Preuss, Philip ; Vetter, Mathias .
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:40:y:2013:i:3:p:417-437.

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19. The Generalised Autocovariance Function. (2012). Proietti, Tommaso ; Alessandra, Luati .
    In: MPRA Paper.
    RePEc:pra:mprapa:43711.

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20. Distribution-free tests for time series models specification. (2010). Velasco, Carlos ; Delgado, Miguel.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:2:p:128-137.

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21. Testing semiparametric conditional moment restrictions using conditional martingale transforms. (2010). Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:154:y:2010:i:1:p:74-84.

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22. A distribution-free transform of the residuals sample autocorrelations with application to model checking. (2010). Velasco, Carlos ; Delgado, Miguel.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we101707.

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23. Goodness of fit for lattice processes. (2009). Hidalgo, Javier.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:2:p:113-128.

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24. Testing nonparametric and semiparametric hypotheses in vector stationary processes. (2008). Eichler, Michael.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:99:y:2008:i:5:p:968-1009.

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25. Specification testing for regression models with dependent data. (2008). Hidalgo, J..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:143-165.

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26. Specification testing for regression models with dependent data. (2007). Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6799.

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27. A goodness-of-fit test for ARCH([infinity]) models. (2007). Hidalgo, Javier ; Zaffaroni, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:973-1013.

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28. A goodness-of-fit test for ARCH([infinity]) models. (2007). Hidalgo, Javier ; Zaffaroni, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:835-875.

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29. A new class of distribution-free tests for time series models specification. (2007). Velasco, Carlos ; Delgado, Miguel.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we078047.

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30. SPECIFICATION TESTING FORREGRESSION MODELS WITHDEPENDENT DATA. (2007). Hidalgo, Javier.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:518.

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