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Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
A unit root test using a Fourier series to approximate smooth breaks
Enders, Walter, (2012)
IV threshold cointegration tests and the Taylor rule
Enders, Walter, (2010)
IV ECM threshold cointegration tests and nonlinear monetary policy in Korea
Enders, Walter, (2007)