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Estimation and testing for unit root processes with GARCH(1,1) errors : theory and Monte Carlo evidence
Ling, Shiqing, (2001)
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S., (2013)
Heterocedasticity robust panel unit root tests
Westerlund, Joakim, (2014)
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung, (2002)
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung, (2001)