@Manual{CUBATURE,
title = {cubature: Adaptive multivariate integration over hypercubes},
author = {Johnson, Steven G. and Balasubramanian Narasimhan},
year = {2009},
note = {R package version 1.0},
url = {http://CRAN.R-project.org/package=cubature}}

@Manual{R2CUBA,
title = {R2Cuba: Multidimensional Numerical Integration},
author = {Hahn, Thomas and Annie Bouvier and Ki\^{e}n Ki\^{e}u},
year = {2010},
note = {R package version 1.0-4},
url = {http://CRAN.R-project.org/package=R2Cuba}}

@ARTICLE{GRANGER_MAASOUMI_RACINE:2004,
AUTHOR = "Granger, C.W. and E. Maasoumi and J. S. Racine",
YEAR = "2004",
TITLE = "A Dependence Metric for Possibly Nonlinear Time Series", 
JOURNAL = "Journal of Time Series Analysis",
VOLUME = "25",
NUMBER = "5", 
PAGES = "649-669"}

@ARTICLE{LI_MAASOUMI_RACINE:2009,
AUTHOR = "Li, Q. and E. Maasoumi and J. S. Racine",
YEAR = "2009", 
TITLE = "A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data",
JOURNAL = "Journal of Econometrics",
VOLUME = "148",
PAGES = "186-200"}

@ARTICLE{MAASOUMI_RACINE:2002,
AUTHOR = "Maasoumi, Esfandiar and J. S. Racine",
YEAR = "2002",
TITLE = "Entropy and Predictability of Stock Market Returns", 
JOURNAL = "Journal of Econometrics",
MONTH = "March",
VOLUME = "107",
NUMBER = "2",
PAGES = "291-312"}

@article{MAASOUMI_RACINE_STENGOS:2005,
author = "Maasoumi, E. and J. S. Racine and T. Stengos",
title = "Growth and Convergence: A Profile of Distribution Dynamics and Mobility",
year = "2007",
volume = "136",
pages = "483-508",
journal = "Journal of Econometrics"}

@ARTICLE{MAASOUMI_RACINE:2009,
AUTHOR = "Maasoumi, E. and J. S. Racine",
YEAR = "2009", 
TITLE = "A robust entropy-based test of asymmetry for discrete and continuous processes",
JOURNAL = "Econometric Reviews",
VOLUME = "28",
PAGES = "246-261"}

@Article{np,
title = {Nonparametric Econometrics: The np Package},
author = {Tristen Hayfield and Jeffrey S. Racine},
journal = {Journal of Statistical Software},
year = {2008},
volume = {27},
number = {5},
url = {http://www.jstatsoft.org/v27/i05/}}

  @Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
  }

@ARTICLE{PATTON_POLITIS_WHITE:2009,
AUTHOR = "Patton, A. and D. N. Politis and H. White",
YEAR = "2009",
TITLE = "{CORRECTION TO} ``{A}utomatic block-length selection for the dependent bootstrap'' by {D}. {P}olitis and {H}. {W}hite",
JOURNAL = "Econometric Reviews",
VOLUME = "28",
NUMBER = "4",
PAGES = "372-375"}

@ARTICLE{POLITIS_WHITE:2004,
AUTHOR = "Politis, D. N. and H. White",
YEAR = "2004",
TITLE = "Automatic block-length selection for the dependent bootstrap",
JOURNAL = "Econometric Reviews",
VOLUME = "23",
ISSUE = "1",
PAGES = "53-70"}

@ARTICLE{POLITIS_ROMANO:1994,
YEAR = "1994",
AUTHOR = "Politis, D. N. and J. P. Romano",
TITLE = "Limit theorems for weakly dependent {H}ilbert space valued random variables with applications to the stationary bootstrap",
JOURNAL = "Statistica Sinica",
VOLUME = "4",
PAGES = "461-476"}

