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2. The Impact of Financial Development on Economic Growth as Countries Develop Financially and Economically: WAEMU Countries Case. (2018). Coulibaly, Daouda.
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3. Model specification in panel data unit root tests with an unknown break. (2011). Pauwels, Laurent ; Chan, Felix.
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4. The nature of regional unemployment in Italy. (2010). Lanzafame, Matteo.
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5. Simple panel unit root tests to detect changes in persistence. (2007). Gutierrez, Luciano ; Costantini, Mauro.
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6. Breaking trend panel unit root tests. (2006). Tam, Pui Sun.
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1. A Bayes Analysis of Random Walk Model Under Different Error Assumptions. (2024). Agarwal, Manika ; Tripathi, Praveen Kumar.
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2. Testing for multiple level shifts with an integrated or stationary noise component. (2023). Gadea, Maria Dolores ; Carrionisilvestre, Josep Lluis.
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3. Determinants of the WTI‐Brent price spread revisited. (2021). Geyerklingeberg, Jerome ; Rathgeber, Andreas W.
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4. Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton.
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5. Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach. (2019). Schweikert, Karsten.
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6. Group transfer entropy with an application to cryptocurrencies. (2019). Dimpfl, Thomas ; Peter, Franziska J.
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7. Examining the Efficiency of American Stock Exchange NASDAQ: An empirical analysis of the Market Efficiency Hypothesis. (2018). Younas, Muhammad Zeeshan ; Mehmood, Rashid.
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8. Co-integration and control: assessing the impact of events using time series data. (2017). Harvey, Andrew ; Thiele, S.
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9. Remittances in Mexico and their unobserved components. (2016). Corona, Francisco ; Orraca, Pedro.
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10. A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time. (2014). Skrobotov, Anton.
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11. Finite-sample distribution of the augmented Dickey--Fuller test with lag optimization. (2013). Tam, Pui Sun.
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12. Local Structural Trend Break in Stationarity Testing. (2013). Skrobotov, Anton.
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13. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion. (2013). Skrobotov, Anton.
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14. Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics. (2013). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Taylor, A. M. Robert, .
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15. Testing for a break in trend when the order of integration is unknown. (2013). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; Robert Taylor, A. M., .
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16. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion. (2013). Skrobotov, Anton.
    In: Journal of Time Series Econometrics.
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17. Growth accounting for the euro area. (2012). Proietti, Tommaso ; Musso, Alberto.
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18. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion - in Russian. (2012). Skrobotov, Anton.
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19. Convergence of fiscal pressure in the EU: a time series approach. (2011). Delgado, Francisco ; Presno, Maria Jose.
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20. Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function. (2011). Chang, Tsangyao ; Su, Chi-Wei ; Tsangyao, Chang.
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21. A note on approximating distribution functions of cusum and cusumsq tests. (2011). Reza, Habibi.
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22. Computation of limiting distributions in stationarity testing with a generic trend. (2010). Presno, Maria ; Landajo, Manuel.
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23. Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite. (2010). Rao, Yao ; Hadri, Kaddour ; Larsson, Rolf.
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24. Nonparametric pseudo-Lagrange multiplier stationarity testing. (2010). Presno, Maria Jose ; Landajo, Manuel.
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25. Stationarity testing under nonlinear models. Some asymptotic results. (2010). Presno, Maria Jose ; Landajo, Manuel.
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26. The KPSS test with two structural breaks. (2007). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
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27. Confidence sets for the date of a single break in linear time series regressions. (2007). Elliott, Graham ; Muller, Ulrich K..
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28. Growth accounting for the euro area: a structural approach. (2007). Proietti, Tommaso ; Musso, Alberto.
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29. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
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30. Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
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31. Panel Stationarity Test with Structural Breaks. (2006). Hadri, Kaddour ; Rao, Yao.
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32. Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 / Dynamic Relationships Between Innovation Activities and Per Capita Income in Germany 1951-1999 in Comparison to 1850-1913. (2006). Jungmittag, Andre ; Grupp, Hariolf.
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33. New Improved Tests for Cointegration with Structural Breaks. (2006). Westerlund, Joakim ; Edgerton, David.
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34. Testing for the Null Hypothesis of Cointegration with Structural Breaks. (2005). Kurozumi, Eiji ; Arai, Yoichi.
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35. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
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36. STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS. (2005). Taylor, Robert ; Cavaliere, Giuseppe.
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37. Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in Econometric Reviews, Volume 26, Issue 6 November 2007, pages 705 - 739. ). (2005). Kurozumi, Eiji ; Arai, Yoichi.
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38. Fluctuation Tests for a Change in Persistence. (2005). Taylor, Robert ; A. M. R obertIn: Oxford Bulletin of Economics and Statistics.
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39. Tests of stationarity against a change in persistence. (2004). Taylor, Robert ; Busetti, Fabio.
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40. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
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41. Tests for Stationarity in Series with Endogenously Determined Structural Change. (2004). Harvey, David ; Mills, Terence C..
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42. Testing for stationarity in series with a shift in the mean. A fredholm approach. (2003). López-Menéndez, Ana ; Presno, Maria ; Lopez, Anna.
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43. Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots. (2003). Taylor, Robert ; Busetti, Fabio.
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44. Breaking date misspecification error for the level shift KPSS test. (2003). Carrion-i-Silvestre, Josep.
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45. A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS. (2003). Harvey, David ; Mills, Terence C..
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46. FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). Harvey, Andrew ; Busetti, Fabio.
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47. Breaking the panels. An application to the GDP per capita. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep.
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48. Unit root tests for panel data. (2001). Choi, In.
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49. Testing the Random Walk Hypothesis for Real Exchange Rates.. (1999). Choi, In.
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