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2. Do stock markets follow a random walk? New evidence for an old question. (2019). Ispir, Serdar M ; Kok, Dundar ; Durusu-Ciftci, Dilek.
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3. A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return. (2016). Yang, Yipeng ; Tsoi, Allanus .
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1. Regional convergence or divergence in China? Evidence from unit root tests with breaks. (2013). Lin, Pei-Chien ; I-Ling Ho, .
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2. Minimum LM unit root test with one structural break. (2013). Strazicich, Mark ; Lee, Junsoo.
   In: Economics Bulletin.
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3. Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective. (2013). Melina, Giovanni ; Fragetta, Matteo ; Costantini, Mauro.
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4. INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S.. (2013). Tuteja, Divya ; Dua, Pami.
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5. Recursive adjustment, unit root tests and structural breaks. (2013). Rodrigues, Paulo ; Paulo M. M. Rodrigues, .
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6. Convergence in income inequality? evidence from panel unit root tests with structural breaks. (2012). Huang, Ho-Chuan ; Lin, Pei-Chien.
   In: Empirical Economics.
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7. Revisiting the palm oil boom in Southeast Asia: The role of fuel versus food demand drivers. (2012). Gruère, Guillaume ; Balagtas, Joseph ; Sanders, Daniel J..
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8. Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries. (2012). Liu, Lin ; Chang, Hsu-Ling ; Su, Chi-Wei.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:29:y:2012:i:6:p:2719-2723.

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9. Are Fluctuations in Energy Consumption Transitory or Permanent? Evidence From a Panel of East Asia & Pacific Countries. (2012). Kum, Hakan.
   In: International Journal of Energy Economics and Policy.
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10. The Global Financial Crisis and Stochastic Convergence in the Euro Area. (2011). Pollard, Stephen ; Miller, Stephen ; Canarella, Giorgio.
    In: International Advances in Economic Research.
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11. The nature of regional unemployment in Italy. (2010). Lanzafame, Matteo.
    In: Empirical Economics.
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12. The equilibrium real exchange rate of China: a productivity approach. (2010). Kakkar, Vikas ; Yan, Isabel K..
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13. Current account and relative prices: cointegration in the presence of structural breaks in emerging economies. (2010). Uz Akdogan, Idil ; Ketenci, Natalya.
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14. A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs. (2010). Cerqueti, Roy.
    In: Computational Economics.
    RePEc:kap:compec:v:35:y:2010:i:2:p:165-188.

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15. Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states. (2010). Payne, James ; Apergis, Nicholas ; Loomis, David.
    In: Energy Policy.
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16. Coal consumption and economic growth: Evidence from a panel of OECD countries. (2010). Payne, James ; Apergis, Nicholas.
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17. Quantifying U.S. aluminum in-use stocks and their relationship with economic output. (2010). Moore, Michael R. ; Bulkley, Jonathan W. ; Keoleian, Gregory A. ; McMillan, Colin A..
    In: Ecological Economics.
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18. Testing for Unit Roots in Panel Time Series Models with Multiple Breaks. (2009). Westerlund, Joakim.
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19. Testing for a Unit Root in a Random Coefficient Panel Data Model. (2009). Westerlund, Joakim ; Larsson, Rolf.
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20. Structural breaks and Purchasing Power Parity in the CEE and Post-War former Yugoslav States. (2008). Tica, Josip ; Sonora, Robert.
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21. Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set. (2008). Pascalau, Razvan.
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22. Simple Tests for Cointegration in Dependent Panels with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David.
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23. Euro Area Inflation: Aggregation Bias and Convergence. (2007). Fiess, Norbert ; Byrne, Joseph.
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24. Is the trend in post-WW II US real GDP uncertain or non-linear?. (2007). Vougas, Dimitrios.
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25. Performance of LM-type unit root tests with trend break: A bootstrap approach. (2007). Chou, Win Lin.
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26. Industrial business cycle linkages between Taiwan and the United States: Evidence from the IT industry. (2007). Chou, Win Lin ; Liang, Kuo-Yuan ; Gau, Joshua J. S., .
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    RePEc:eee:asieco:v:18:y:2007:i:3:p:439-447.

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27. The Nature of Regional Unemployment in Italy. (2006). Lanzafame, Matteo.
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    RePEc:wiw:wiwrsa:ersa06p155.

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28. The Nature of Regional Unemployment in Italy. (2006). Lanzafame, Matteo.
    In: Studies in Economics.
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29. Scale of variance, unit of data and the power of unit root tests under structural changes - a strategy for analysing Nelson-Plosser data. (2006). Hu, Teng-Yuan ; Chang, Meng-Shiuh.
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30. Breaking trend panel unit root tests. (2006). Tam, Pui Sun.
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31. Panel Stationarity Test with Structural Breaks. (2006). Hadri, Kaddour ; Rao, Yao.
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32. New Improved Tests for Cointegration with Structural Breaks. (2006). Westerlund, Joakim ; Edgerton, David.
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33. Non-renewable resource prices: Deterministic or stochastic trends?. (2006). Strazicich, Mark ; List, John ; Lee, Junsoo.
    In: Journal of Environmental Economics and Management.
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34. Unit root testing. (2005). Hassler, Uwe ; Wolters, Jurgen.
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35. Nonrenewable Resource Prices: Deterministic or Stochastic Trends?. (2005). Strazicich, Mark ; List, John ; Lee, Junsoo.
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36. Panel Cointegration Tests with Deterministic Trends and Structural Breaks. (2005). Westerlund, Joakim ; Edgerton, David.
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37. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
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38. Quantifying Structural Change in U.S. Agriculture: The Case of Research and Productivity. (2004). Schimmelpfennig, David ; Oehmke, James.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:21:y:2004:i:3:p:297-315.

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39. Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks. (2004). Jain, Nishant ; Bhat, Ramesh.
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40. LM-Type tests for a Unit Root Allowing for a Break in Trend. (2004). Nunes, Luis.
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41. Minimum LM Unit Root Test with One Structural Break. (2004). Strazicich, Mark ; Lee, Junsoo.
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42. Stationarity of health expenditures and GDP: evidence from panel unit root tests with heterogeneous structural breaks. (2003). Strazicich, Mark ; Lee, Junsoo ; Jewell, Todd ; Tieslau, Margie.
    In: Journal of Health Economics.
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43. 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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44. Unit root tests for time series with level shifts: a comparison of different proposals. (2002). Lütkepohl, Helmut ; Lanne, Markku.
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45. On the end-point issue in unit root tests in the presence of a structural break. (2000). Lee, Junsoo.
    In: Economics Letters.
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46. LM Unit Root Test with Panel Data: A Test Robust To Structural Changes. (2000). Lee, Junsoo ; Im, Kyung So .
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47. Testing for unit roots in time series with level shifts. (1999). Saikkonen, Pentti ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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48. On stationary tests in the presence of structural breaks. (1997). shin, yongcheol ; Lee, Junsoo ; Huang, Cliff J..
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49. Rank tests for unit roots. (1996). gourieroux, christian ; Breitung, Jörg.
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50. Testing the null of stationarity in the presence of structural breaks for multiple time series. (1994). Chul, Byung.
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