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A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar, (2022)
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
Causality between liquidity management and profitability : evidence from Indian CPSEs
Bagchi, Bhaskar, (2014)
Unusual behavior of Dickey-Fuller tests in presence of trend mis-specification
Cook, Steven, (2002)
Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Cook, Steven, (2003)
Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven, (2004)