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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro, (2023)
A parameterization of models for unit root processes : structure theory and hypothesis testing
Bauer, Dietmar, (2020)
The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests
Camba, Abraham C. <Jr>, (2020)
Testing for Unit Roots in Semi-Annual Data
Feltham, Sandra G., (1999)
Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K., (1987)
Testing for parameter stability in strctural econometric relationships
Giles, David E. A., (1981)