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1. The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin.
   In: The World Economy.
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2. The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches. (2016). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.
   In: Working Papers.
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3. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks. (2015). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria.
   In: CESifo Working Paper Series.
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4. Nonparametric pseudo-Lagrange multiplier stationarity testing. (2013). Presno, Maria ; Landajo, Manuel.
   In: Annals of the Institute of Statistical Mathematics.
   RePEc:spr:aistmt:v:65:y:2013:i:1:p:125-147.

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5. Are House Prices in South Africa Really Non-Stationary? Evidence from SPSM-Based Panel KSS Test with a Fourier Function. (2013). GUPTA, RANGAN ; Chang, Tsangyao ; Wu, Tsung-Pao.
   In: Working Papers.
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6. Breaking Environmental Kuznets Curves. Evaluating Energy and Policy Time Events Effects on CO2 Trends for Advanced Countries. (2012). Musolesi, Antonio ; Mazzanti, Massimiliano.
   In: Working Papers.
   RePEc:udf:wpaper:201214.

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7. Time varying fractional cointegration. (2012). simwaka, kisu.
   In: MPRA Paper.
   RePEc:pra:mprapa:39505.

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8. Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing. (2011). Cuestas, Juan ; Garratt, Dean .
   In: Empirical Economics.
   RePEc:spr:empeco:v:41:y:2011:i:3:p:555-563.

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9. Hysteresis in Unemployment for G-7 Countries: Threshold Unit Root Test. (2011). Chang, Tsangyao.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2011:i:4:p:5-14.

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10. The role of product variety and quality and of domestic supply in foreign trade. (2011). Athanasoglou, Panayiotis.
    In: MPRA Paper.
    RePEc:pra:mprapa:32034.

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11. Nonlinear trends in real exchange rates: A panel unit root test approach. (2011). Cushman, David ; Michael, Nils .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:8:p:1619-1637.

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12. On public capital hypothesis with breaks. (2011). Musolesi, Antonio.
    In: Economics Letters.
    RePEc:eee:ecolet:v:110:y:2011:i:1:p:20-24.

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13. Hysteresis in unemployment for 17 OECD countries: Stationary test with a Fourier function. (2011). Chang, Tsangyao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:5:p:2208-2214.

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14. The role of product variety and quality and of domestic supply in foreign trade. (2011). Athanasoglou, Panayiotis.
    In: Working Papers.
    RePEc:bog:wpaper:128.

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15. Nonparametric pseudo-Lagrange multiplier stationarity testing. (2010). Landajo, Manuel ; Presno, Maria Jose .
    In: MPRA Paper.
    RePEc:pra:mprapa:25659.

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16. Informed trading in the Euro money market for term lending. (2010). Zagaglia, Paolo.
    In: MPRA Paper.
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17. New trade theory, non-price competitiveness and export performance. (2010). Athanasoglou, Panayiotis ; Bardaka, Ioanna C..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:1:p:217-228.

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18. Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation. (2010). Chen, Shyh-Wei.
    In: Economics Bulletin.
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19. The Flexible Fourier Form and Local GLS De-trended Unit Root Tests. (2009). Rodrigues, Paulo ; A. M. Robert Taylor, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, .
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20. Smooth Breaks and Nonlinear Mean Reversion: Post-Bretton Woods Real Exchange Rates. (2009). Leon-Ledesma, Miguel ; Christopoulos, Dimitris ; Miguel, Leon-Ledesma .
    In: MPRA Paper.
    RePEc:pra:mprapa:22553.

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21. Testing Linearity in Term Structures. (2009). Peroni, Chiara.
    In: MPRA Paper.
    RePEc:pra:mprapa:16471.

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22. Further evidence on the PPP analysis of the Australian dollar: Non-linearities, fractional integration and structural changes. (2009). Gil-Alana, Luis ; Cuestas, Juan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:6:p:1184-1192.

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23. Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?. (2009). Anoruo, Emmanuel ; Vasudeva N. R. Murthy, .
    In: Economics Bulletin.
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24. North Africa Stock Markets: Analysis of Unit Root and Long Memory Process. (2009). Onour, Ibrahim.
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25. Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
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26. Real exchange rates may have nonlinear trends. (2008). Cushman, David.
    In: International Journal of Finance & Economics.
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27. Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives. (2008). Regis, Paulo Jos .
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28. NON-LINEAR TREND STATIONARITY AND CO-TRENDING IN LATIN AMERICAN REAL EXCHANGE RATES. (2008). Holmes, Mark.
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29. Nonlinearities and Price Puzzle in Brazil. (2008). Ferreira, Roberto ; Castelar, Ivan.
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    RePEc:anp:econom:v:9:y:2008:i:1:47-62.

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30. The quest for a fiscal rule: Italy, 1861-1998. (2007). Ricciuti, Roberto.
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31. PURCHASING POWER PARITY IN CENTRAL AND EASTERN EUROPEAN COUNTRIES: AN ANALYSIS OF UNIT ROOTS AND NONLINEARITIES. (2007). Cuestas, Juan.
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32. Modelling autoregressive processes with a shifting mean. (2007). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
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33. Nonlinear trend stationary of real exchange rates: The case of the Mediterranean countries. (2006). Ordóñez, Javier ; Cuestas, Juan ; Camarero, Mariam ; Ordoez, Javier.
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34. Chilean growth dynamics. (2006). Fuentes, Rodrigo ; Chumacero, Romulo.
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35. Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey. (2006). Al-Zoubi, Haitham ; Maghyereh, Aktham.
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36. Modelling autoregressive processes with a shifting mean. (2006). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
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37. Modelling autoregressive processes with a shifting mean. (2006). Teräsvirta, Timo ; Gonzalez, Andres ; Terasvirta, Timo.
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38. Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?. (2006). Rincon-Castro, Hernan ; Mora, Humberto .
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39. NONLINEARITIES AND PRICE PUZZLE IN BRAZIL. (2006). Ferreira, Roberto ; Castelar, Ivan.
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40. Macroeconomic fundamentals and exchange rates: a non-parametric cointegration analysis. (2005). Davradakis, Emmanuel .
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41. New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market. (2005). Sarno, Lucio ; Nikolaou, Kleopatra .
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42. Variance ratio tests of the seasonal unit root hypothesis. (2005). Taylor, Robert.
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43. Technology and non-technology shocks in a two-sector economy. (2005). Girardi, Alessandro ; Busato, Francesco ; Argentiero, Amedeo.
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44. Random walks with drift : a sequential approach. (2004). Steland, Ansgar.
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45. Nonlinearity in testing for fiscal sustainability. (2004). Ricciuti, Roberto .
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46. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets. (2003). Liew, Venus ; Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Azali, M..
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47. Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien. (2003). rey, serge ; bouoiyour, jamal ; Marimoutou, Velayoudoum .
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48. Nonparametric tests for unit roots and cointegration. (2002). Breitung, Jörg.
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49. Testing For Unit Roots Using Economics. (2001). Chumacero, Romulo.
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50. Empirically relevant critical values for hypothesis tests: A bootstrap approach. (2000). Horowitz, Joel L. ; Savin, N. E..
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