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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility
Cavaliere, Giuseppe, (2012)
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan, (2010)
Exact small sample theory in the simultaneous equations model
Phillips, Peter C. B., (1992)
A shortcut to LAD estimator asymptotics
Phillips, Peter C. B., (1991)
Partially identified econometric models
Phillips, Peter C. B., (1989)