- E.V. Khmaladze and H.L. Koul Martingale transforms goodness-of-fit tests in regression models.
- Ann. Statist., 2004, 32, 995-1034
- H.L. Koul and Pingping Ni. Minimum distance regression model checking.
- J. Statist. Planning & Inference, 2004, 119(1) 109-142.
- H.L. Koul, R.T. Baillie & D. Surgailis. Regression model checking with a long memory covariate process.
- Econometric Theory, 20, 2004, 485-512
- Hira L. Koul and Shiqing Ling. Fitting an error distribution in some heteroscedastic time series models.
- H.L. Koul and W. Stute. Nonparametric model checks in time series
- Ann. Statist. 27, 1999, 204-237.
- H.L. Koul and Weixing Song. Minimum distance regression model checking with Berkson measurement errors
- Ann. Statist. 37, 2009, 132-156
- E.V. Khmaladze and H.L. Koul. Goodness-of-fit problem for errors in non-parametric regression: distribution free approach
- Ann. Statist. 37, 2009, 3165-3185
- Model checking in partial linear regression models with Berkson measurement errors
- Statistica Sinica, 20, 2010, 1551-1579.
- H.L. Koul and D. Surgailis. Goodness of fit testing under long memory
- J. Statist. Planning & Inference, 140(12), 2010, pp. 3742--3753
- H.L. Koul. Minimum distance lack-of-fit tests in fixed design
- J. Statist. Planning & Inference, 141, 2011, 65--79
- H.L. Koul and Nao Mimoto. A goodness-of-fit test for GARCH innovation density
- Metrika, 75, 2012, 127--149
- H.L. Koul , I. Perera and M. Silvaphulle. Lack-of-fit testing of the conditional mean function in a class of Markov duration models
- Econometric Theory, 28(06), 2012, 1283--1312
- DOI:http://dx.doi.org/10.1017/S0266466612000102
- H.L. Koul, U. Mueller-Harkentt and Anton Schick. Complete Case Analysis Revisited
- Ann. Statist., 40, 2012, 3031-3049
- H.L. Koul, N. Mimoto, and D. Surgailis. Goodness-of-fit tests for long memory moving average marginal density
- Metrika, 76, 2013, 205--224
- DOI: 10.1007/s00184-012-0383-y.