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Are real interest rates really nonstaionary? : new evidence from tests with good size and power
Rapach, David E., (2004)
New Evidence of the Real Interest Rate Parity for OECD Countries Using Panel Unit Root Tests with Breaks
Camarero, Mariam, (2011)
Analysis of real and nominal interest rates with inflation for OECD countries : evidence from LM unit root tests with structural breaks
Iskenderoglu, Omer, (2011)
TESTING FOR THE EFFICIENT MARKET HYPOTHESIS IN STOCK PRICES: INTERNATIONAL EVIDENCE FROM NONLINEAR HETEROGENEOUS PANELS
Lee, Chien-Chiang, (2014)
Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test
Lee, Cheng-Feng, (2013)
Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-Chuan, (2013)