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Volatility spillover in foreign exchange markets
Rajhans, Rajni Kant, (2015)
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Testing for output convergence : a re-examination
Cheung, Yin-Wong, (2000)
Prais-Winsten algorithm for regression with second or higher order autoregressive errors
Vougas, Dimitrios V., (2021)
GLS detrending and unit root testing
Vougas, Dimitrios V., (2007)
New exact ML estimation and inference for a Gaussian MA(1) process
Vougas, Dimitrios V., (2008)