Authors: Qiying Wang Peter C. B. Phillips

Citation: Qiying Wang et Peter C. B. Phillips, A SPECIFICATION TEST FOR NONLINEAR NONSTATIONARY MODELS, Annals of statistics , 40(2), 2012, pp. 727-758

Authors: Peter Schmidt Peter C. B. Phillips

Citation: Peter Schmidt et Peter C. B. Phillips, LM Tests for a Unit Root in the Presence of Deterministic Trends, Oxford bulletin of economics and statistics, 54(03), 1992, pp. 257