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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)
Vector autoregressions with unknown mixtures of /(0), /(1), and /(2) components
Nonlinear IV unit root tests in panels with cross-sectional dependency
Chang, Yoosoon, (2002)