- Eroglu, B.A., Gogebakan, K.C., and Trokić, M. (2018) Powerful Nonparametric Seasonal Unit Root Tests. Economics Letters, (Forthcoming)
- Trokić, M. (2016) Wavelet Energy Ratio Unit Root Tests. Econometric Reviews, pp.1-19
- Trokić, M. (2013) Regulated Fractionally Integrated Processes. Journal of Time Series Analysis 34(5), 591-601.
- Trokić, M. (2014) Functional Coefficient Models for Nearly I(1) Processes
- Trokić, M. (2013) Regulated Fractional Variance Ratio Unit Root Tests
- Davidson, R. and Trokić, M. (2011) The Iterated Bootstrap