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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)
Contrats de salaire, anticipations d'équilibre et persistance du chômage
Phaneuf, Louis, (1992)
Propriétés dynamiques des modèles du cycle à contrats échelonnés
Phaneuf, Louis, (1987)
Optimal wage indexation in a neoclassical growth model
Cho, Jang-ok, (1999)