//-->
The local power of the IPS test with both initial conditions and incidental trends
Lahiri, Kajal, (2017)
Optimal panel unit root testing with covariates
Juodis, Artūras, (2019)
Re-examining inequality persistence
Ghoshray, Atanu, (2019)
Can economic time series be differenced to stationarity?
Leybourne, Stephen James, (1996)
Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
Burke, Simon P., (1990)
The selection and use of linear and bilinear time series models
Poskitt, Donald Stephen, (1986)