//-->
Joint tests for non-linearity and long memory : the case of purchasing power parity
Smallwood, Aaron D., (2005)
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D., (2016)
Measuring the persistence of deviations from purchasing power parity with a fractionally integrated STAR model
Smallwood, Aaron D., (2008)