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A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar, (2022)
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Japanese yen behavior since 1980
Kim, Jin-ock, (2013)
A new robust sign test for cointegration
Oh, Yujin, (2008)
A new score test for unit roots in heterogeneous panels -- Residual likelihood approach
Oh, Yujin, (2010)
Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan, (2000)