Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173.
4 key publications
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Franses, P.H. (1995). The effects of seasonally adjusting a periodic autoregressive process Computational Statistics and Data Analysis, 19:683--704. -
Boswijk, H. (1995). Conditional and structural error correction models: Reply Journal of Econometrics, 69(1):173--175. -
Boswijk, H. (1995). Efficient inference on cointegration parameters in structural error correction models Journal of Econometrics, 69(1):133--158.