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Applied econometrics methods and monetary policy : empirical evidence from the Mexican case
Galindo, Luis Miguel, (2005)
Signal extraction : efficient estimation, "unit root"-tests and early detection of turning points
Wildi, Marc, (2005)
The effects of variance breaks on homogenous panel unit root tests
Herwartz, Helmut, (2009)
A Note on Unit Root Tests with Infinite Variance Noise
Samarakoon, D. M. Mahinda, (2009)
Estimation in dynamic linear regression models with infinite variance errors
Knight, Keith, (1993)
Limit theory for M-estimates in an integrated infinite variance process
Knight, Keith, (1991)