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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)
Rejoinder
Harvey, David I., (2009)
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I., (2011)
On robust trend function hypothesis testing
Harvey, David I., (2005)