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Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2022) Detecting common breaks in the means of high dimensional cross-dependent panels. The Econometrics Journal, 25 (2). pp. 362-383. DOI https://doi.org/10.1093/ectj/utab028

Astill, S and Taylor, AMR (2018) Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts. The Econometrics Journal, 21 (3). pp. 277-297. DOI https://doi.org/10.1111/ectj.12111

Nankervis, John C and Savin, Nathan E (2012) Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests. The Econometrics Journal, 15 (3). pp. 516-534. DOI https://doi.org/10.1111/j.1368-423x.2012.00379.x

Chambers, Marcus J (2011) Cointegration and sampling frequency. The Econometrics Journal, 14 (2). pp. 156-185. DOI https://doi.org/10.1111/j.1368-423x.2010.00329.x