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SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION
Taylor, A.M. Robert, (2011)
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)