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Vector autoregression and causality : a theoretical overview and simulation study
Toda, Hiro Y., (1991)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Nonparametric nonlinear cotrending analysis, with and application to interest and inflation in the United States
Bierens, Herman J., (2000)
A consistent Hausman-type model specification test
Bierens, Herman J., (1987)
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J., (1997)