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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David, (2014)
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele, (2019)
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji, (2015)
Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate
Maki, Daiki, (2003)
Detection of stationarity in nonlinear processes : a comparison between structural breaks and three-regime TAR models
Maki, Daiki, (2010)