1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991
2. Revisiting purchasing power parity in Latin America: sequential panel selection method;Bahmani-Oskooee;Appl. Econ.,2013
3. Bussière, M., Ca’Zorzi, M., Chudík, A., Dieppe, A., 2010. Methodological advances in the assessment of equilibrium exchange rates. European Central Bank Working Paper Series 1151.
4. Testing linearity in cointegrating smooth transition regresssions;Choi;Econ. J.,2004
5. The forward premium puzzle and the sovereign default risk;Coudert;J. Int. Money. Financ.,2013