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Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
Asymmetric adjustments in the spread of lending and deposit rates : evidence from extended threshold unit root tests
Lee, Junsoo, (2013)
Are shocks to foreign investment in developing countries permanent or temporary? : Evidence from panel unit root tests
Strazicich, Mark, (2001)
Minimum lagrange multiplier unit root test with two structural breaks
Lee, Junsoo, (2003)