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Self-weighted estimation for local unit root regression with applications
Hu, Zhishui, (2024)
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F., (1999)
Spurios regressions, with AR(1) correction and unit root pretest
Blough, Stephen Richard, (1992)
The Bierens test for certain nonstationary models
Kasparis, Ioannis, (2010)
Detection of functional form misspecification in cointegrating relations
Kasparis, Ioannis, (2008)
DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS