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Robust inference on correlation under general heterogeneity
Giraitis, Liudas, (2024)
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan, (2017)
Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O., (2017)
Testing for a shift in mean without having to estimate serial-correlation parameters
Vogelsang, Timothy J., (1998)
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J., (1997)
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J., (1999)