//-->
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon, (2000)
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe, (2004)
Stationarity tests under time-varying second moments
Bootstrap Sequential Determination of the Co-Integration Rank in VAR Models
Cavaliere, Giuseppe, (2010)