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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi, (1999)
Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M., (2004)
GLS Detrending and Regime-Wise Stationarity Testing in Small Samples
Lopez, Claude, (2008)
Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: comment
Rodriguez, Paulo M. M., (2012)