求以下论文，每个50论坛币。请好心人帮忙！

[1] Li, H., Maddala, G.S., 1996. Bootstrapping time series models. Econometric Rev. 15, 115-158.
[2] Li, H., Maddala, G.S., 1997. Bootstrapping cointegrating regressions. J. Econometrics 80, 297-318.
[3] van Giersbergen, N.P.A., 1995. Bootstrapping unit root tests in the AR(1) model with drift. University of Amsterdam.
[4]van Giersbergen, N.P.A., 1996. Bootstrapping the trace statistic in VAR models: Monte Carlo results and applications. Oxford Bull. Econom. Statist. 58, 391-408.
[5]Davidson, R., MacKinnon, J., 1996a. The size distortion of bootstrap tests. Manuscript, Queen's University.
[6]Davidson, R., MacKinnon, J., 1996b. The power of bootstrap tests. Manuscript, Queen's University.
[7]DeJong, D.N., Nankervis, J.C., Savin, N.E., Whiteman, C.H., 1992. The power problems of unit root tests in time series with autoregressive errors. J. Econometrics 53, 323-343.