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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
Testing stochastic cycles in macroeconomic time series
Gil-AlaƱa, Luis A., (2000)
Local power functions of tests for double unit roots
Haldrup, Niels, (2000)
Time-Varying Multivariate Causal Processes
Gao, Jiti, (2022)
Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai, (2022)
Testing for parameter change epochs in GARCH time series
Wang, Weining, (2021)