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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)
Unit roots and infrequent large shocks : new international evidence on output
Darné, Olivier, (2004)
La réserve monétaire de la Reichsbank, 1876 - 1920, une analyse cliométrique
Darné, Olivier, (2003)
Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis
Darné, Olivier, (2006)