1. Banerjee, A., Chevillon, G., Kratz, M., 2015. Detecting and forecasting bubbles in a near-explosive random coefficient model. Working Paper, Durham University.
2. Tests of stationarity against a change in persistence;Busetti;J. Econometrics,2004
3. Asymptotic inference for nearly nonstationary AR(1) processes;Chan;Ann. Statist.,1987
4. Efficient tests for an autoregressive unit root;Elliott;Econometrica,1996
5. Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres;Greenaway-McGrevy;N. Z. Econ. Pap.,2016