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Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten, (2021)
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra, (2022)
Testing for linearity in regressions with I(1) processes
Arai, Yoichi, (2016)
The MOSUM of squares test for monitoring variance changes
Hsu, Chih-chiang, (2007)
Long memory or structural changes : an empirical examination on inflation rates
Hsu, Chih-chiang, (2005)
Change point estimation in regressions with I(d) variables
Hsu, Chih-chiang, (2001)