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GLS detrending for nonlinear unit root tests
Kapetanios, George, (2002)
GLS Detrending for Nonlinear Unit Root Tests
Kapetanios, George, (2005)
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti, (2013)
Testing the Monday effect using high-frequency intraday returns : a spatial dominance approach
Lee, Sungro, (2012)
Equity premium over different investment horizons
Lee, Eunhee, (2015)
Detecting the number of structural breaks
Kim, In-Moo, (1997)