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An application of asymmetric Toda-Yamamoto causality on exchange rate-inflation differentials in emerging economies
Umar, Mohammed, (2016)
Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves, (2004)
Performance of LM-type unit root tests with trend break : a bootstrap approach
Chou, Win-lin, (2007)
A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence
Hall, Stephen G., (1999)
Rovnovážný měnový kurz
Lazarová, Stěpána, (1997)
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya, (1998)