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Power of unit root tests against nonlinear and noncausal alternatives with an application to the brent crude oil price
Bec, Frédérique, (2025)
Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting, (2022)
Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam, (2016)
Prais-Winsten algorithm for regression with second or higher order autoregressive errors
Vougas, Dimitrios V., (2021)
On the size of the DF-GLS test
Vougas, Dimitrios V., (2008)
GLS detrending and unit root testing
Vougas, Dimitrios V., (2007)