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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)
Nonparametric estimation in a nonlinear cointegration type model
Karlsen, Hans Arnfinn, (2000)
Consistent estimates for the NEAR(2) and NLAR(2) time series models
Karlsen, Hans Arnfinn, (1988)