Journal of Econometrics · 2007 · 86 citations · 24 references
EngineeringCivil EngineeringStructural EngineeringStructural ChangeCusum TestStructural Change Detection
24
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations
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Pierre Perrón · RePEc: Research Papers in Economics · 2005 · 650 citations
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Werner Ploberger, Walter Krämer · Econometrica · 1992 · 602 citations