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2008-04-13
<p>上传后请设置金钱 按每篇100块,10篇也就是1000块,呵呵,依次类推,我将购买,谢谢提供帮助!!!目录如下, 由于量比较大, 所以对于给予我帮助的朋友们只能每篇给予100块的奖励,谢谢了。对那些不太好得到的珍贵论文,您也可以将每篇设置成200块,我也将购买。 最后谢谢您的帮助和支持。<span lang="EN-US" style="; COLOR: black; FONT-FAMILY: Tahoma; mso-font-kerning: 0pt;"><p></p></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p class="MsoNormal" align="left" style="BACKGROUND: white; MARGIN: 0cm 0cm 0pt; LINE-HEIGHT: 22.5pt; TEXT-ALIGN: left; mso-pagination: widow-orphan;"><span lang="EN-US" style="; COLOR: black; FONT-FAMILY: Tahoma; mso-font-kerning: 0pt;"></span></p><p class="MsoNormal" align="left" style="BACKGROUND: white; MARGIN: 0cm 0cm 0pt; LINE-HEIGHT: 22.5pt; TEXT-ALIGN: left; mso-pagination: widow-orphan;"><span lang="EN-US" style="; COLOR: black; FONT-FAMILY: Tahoma; mso-font-kerning: 0pt;"><font color="#0000ff"><font size="4"><span lang="EN-US" style="; COLOR: black; FONT-FAMILY: Tahoma; mso-font-kerning: 0pt;"><font face="宋体" color="#0000ff" size="5">截止到当前, 2008年4月14日下午 4点,许多热心朋友为我提供了帮助,谢谢了!!!下面的这些是我还没有能够得到的论文,请大家帮忙继续上传,不要只给出链接,请您下载后上传。 第</font></span> </font><font face="宋体" size="5"><font size="3"><font color="#000000"><span lang="EN-US"><font face="Times New Roman">4 </font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">,</span><span lang="EN-US"><font face="Times New Roman"> 11, 15, 27</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">,</span><span lang="EN-US"><font face="Times New Roman">30</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">,</span><span lang="EN-US"><font face="Times New Roman">44</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">,</span><span lang="EN-US"><font face="Times New Roman">46</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">,</span><span lang="EN-US"><font face="Times New Roman">53</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: "Times New Roman"; mso-hansi-font-family: "Times New Roman";">,</span></font></font>篇。</font></font></span></p><p class="MsoNormal" align="left" style="BACKGROUND: white; MARGIN: 0cm 0cm 0pt; LINE-HEIGHT: 22.5pt; TEXT-ALIGN: left; mso-pagination: widow-orphan;"><span lang="EN-US" style="; COLOR: black; FONT-FAMILY: Tahoma; mso-font-kerning: 0pt;"><font face="宋体" color="#0000ff" size="5">感谢这么多的好心人帮忙,我在此一并谢谢大家了。感谢!感谢!!感谢!!!</font></span></p><p class="MsoNormal" align="left" style="BACKGROUND: white; MARGIN: 0cm 0cm 0pt; LINE-HEIGHT: 22.5pt; TEXT-ALIGN: left; mso-pagination: widow-orphan;"><span lang="EN-US" style="; COLOR: black; FONT-FAMILY: Tahoma; mso-font-kerning: 0pt;"><p></p></span></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">1</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Chan, K.H., Hayya, J.C., Ord, J.K. (1977). A note on trend removal methods: The case of polynomial regressions versus variate differencing. Econometrica 45 737-744.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">2</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Chang, Y., Park, J.Y. (2002). On the asymptotics of ADF tests for unit roots. Econometric Reviews 21 431-447.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">3</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Dickey, D.A., <city wst="on"></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>Bell<place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city>, W.R., Miller, R.B. (1986). Unit roots in time series models: Tests and implications. American Statistician 40 12 - 26.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">4</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Diebold, F.X., Nerlove, M. (1990). Unit roots in economic time series: A selective survey. In Advances in Econometrics: Cointegration, Spurious Regressions, and Unit Roots (T.B. Fomby, G.F. Rhodes, eds.), 3 - 70. JAI Press <place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><city wst="on"></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city>Greenwich<city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">5</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Durlauf, S., Phillips. P.C.B. (1988). Trends versus random walks in time series analysis. Econometrica 56 1333-1354.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">6</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Elliott, G., Rothenberg, Th.J., Stock, J.H. (1996). Efficient tests for an autoregressive unit root. Econometrica 64 813-836.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">7</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Engle, R.F., Granger, C.W.J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica 55 251-276.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">8</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Evans, G.B.A., Savin, N.E. (1981). Testing for unit roots: 1. Econometrica 49 753-779.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">9</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Evans, G.B.A., Savin, N.E. (1984). Testing for unit roots: 2. Econometrica 52 1241-1270.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">10</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Fuller, W.A. (1976). Introduction to Statistical Time Series. Wiley, <place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><state wst="on"></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state>New York<state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>. </font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">11</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Gonzalo, J., Lee, T.-H. (1996). Relative power of t type tests for stationary and unit root processes. Journal of Time Series Analysis 17 37 - 47.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">12</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Granger, C.W.J. (1981). Some properties of time series data and their use in econometric model specification. Journal of Econometrics 16 121-130.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">13</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Granger, C.W.J., Newbold, P. (1974). Spurious regressions in econometrics. Journal of Econometrics 2 111-120.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">14</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Kim, K., Schmidt, P. (1993). Unit roots tests with conditional heteroskedasticity. Journal of Econometrics 59 287-300.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">15</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Kim, T.W., Leybourne, S., Newbold, P. (2004). Behaviour of Dickey-Fuller unit-root tests under trend misspecification. Journal of Time Series Analysis 25 755{764.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">Kwiatkowski, D</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">16</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Kwiatkowski, D., Phillips, P.C.B., Schmidt, P., Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of unit root. Journal of Econometrics 54 159-178.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">17</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Lanne, M., LÄutkepohl, H., Saikkonen, P. (2002). Comparison of unit root tests for time series with level shifts. Journal of Time Series Analysis 23 667- 685.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">18</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Leybourne, S.J (1995). Testing for unit roots using forward and reverse Dickey-Fuller regressions. <city wst="on"></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>Oxford<place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city> Bulletin of Economics and Statistics 57 559-571.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">19</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Leybourne, S.J., Kim, T.W., Newbold, P. (2005). Examination of some more powerful modifications of the Dickey-Fuller test. Journal of Time Series Analysis 26 355-369.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">20</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Leybourne, S., Newbold, P., Vougas, D. (1998). Unit roots and smooth transitions. Journal of Time Series Analysis 19 83-97.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">21</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Nankervis, J.C., Savin, N.E. (1985). Testing the autoregressive parameter with the t statistic. Journal of Econometrics 27 143-161.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">22</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Nelson, C.R., Kang, H. (1981). Spurious periodicity in inappropriately de-trended time series. Econometrica 49 741-751.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">23</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Nelson, C.R., Plosser, C.I. (1982). Trends and random walks in macroeconomic time series: Some evidence and implications. Journal of Monetary Economics 10 139-162.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">24</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Ouliaris, S., Park, J.Y., Phillips, P.C.B. (1989). Testing for a unit root in the presence of a maintained trend. In Advances in Econometrics and Modelling (B. Raj, ed.), 7-28. Kluwer Academic Publishers, <place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><city wst="on"></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city>Dordrecht<city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">25</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Park, J.Y., Sung, J. (1994). Testing for unit roots in models with structural change. Econometric Theory 10 917-936.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">26</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P. (1988). Trends and random walks in macroeconomic time series: Further evidence from a new approach. Journal of Economic Dynamics and Control 12 297-332.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">27</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P. (1989). Testing for a random walk: A simulation experiment of power when the sampling interval is varied. In Advances in Econometrics and Modelling (B. Raj, ed.), 47-68. Kluwer Academic Publishers, <place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><city wst="on"></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city>Dordrecht<city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><city></city><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">28</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P. (<chmetcnv wst="on" unitname="a" sourcevalue="1989" hasspace="False" negative="False" numbertype="1" tcsc="0"></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv>1989a<chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv>). The great crash, the oil price shock, and the unit root hypothesis. Econometrica 57 1362-1401.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">29</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P. (1990). Testing for a unit root in a time series with a changing mean. Journal of Business & Economic Statistics 8 153-162.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">30</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P. (1994). Trend, unit root and structural change in macroeconomic time series. In Cointegration for the Applied Economist (B.B. Rao, ed.), 113-146. St. Martin's Press, <place wst="on"></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><state wst="on"></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state>New York<state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><state></state><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place><place></place>.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">31</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P., Vogelsang, T.J. (1992). Testing for a unit root in a time series with a changing mean: Corrections and Extensions. Journal of Business & Economic Statistics 10 467-470.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">32</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Perron, P., Vogelsang, T.J. (1993). Erratum. Econometrica 61 248-249.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">33</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Phillips, P.C.B. (1986). Understanding spurious regressions in econometrics. Journal of Econometrics 33 311-340.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">34</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Ng, S., Perron, P. (1995). Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90 268-281.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">35</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Ng, S., Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica 69 1519-1554.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">36</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Phillips, P.C.B. (1987). Time series regression with a unit root. Econometrica 55 277-301.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">37</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Phillips, P.C.B. (<chmetcnv wst="on" unitname="a" sourcevalue="1987" hasspace="False" negative="False" numbertype="1" tcsc="0"></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv>1987a<chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv><chmetcnv></chmetcnv>). Towards a united asymptotic theory for autoregression. Biometrika 74 535-47.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">38</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Phillips, P.C.B., Perron, P. (1988). Testing for a unit root in time series regression. Biometrika 75 335-346.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">39</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Phillips, P.C.B., Xiao, Z. (1998). A primer on unit root testing. Journal of Economic Surveys 12 423-469.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">40</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Rappoport, P., Reichlin, L. (1989). Segmented trends and non-stationary time series. The Economic Journal 99 168-177.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">41</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Said, S.E., Dickey, D.A. (1984). Testing for unit roots in ARMA(p,q)-models with unknown p and q. Biometrika 71 599-607.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">42</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Said, S.E., Dickey, D.A. (1985). Hypothesis testing in ARIMA(p, 1, q) models. Journal of the American Statistical Association 80 369-374.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">43</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Saikkonen, P., LÄutkepohl, H. (2001). Testing for unit roots in time series with level shifts. Allgemeines Statistisches Archiv 85 1-25.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">44</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Saikkonen, P., LÄutkepohl, H. (2002). Testing for a unit root in a time series with a level shift at unknown time. Econometric Theory 18 313-348.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">45</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Schwert, G.W. (1989). Tests for unit roots: A monte carlo investigation. 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Journal of Business & Economic Statistics 20 269-281.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">50</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">West, K.D. (1987). A note on the power of least squares tests for a unit root. Economics Letters 24 249-252.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">51</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Valkanov, R. (2005). Functional central limit theorem approximations and the distribution of the Dickey-Fuller test with strongly heteroskedastic data. Economics Letters 86 427-433.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">52</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Xiao, Z., Phillips, P.C.B. (1998). An ADF coe±cient test for a unit root in ARMA models of unknown order with empirical applications to US economy. Econometrics Journal 1 27-44.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">53</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Zivot, E., Andrews, D.W.K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics 10 251-270.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">54</font></span><span style="FONT-FAMILY: 宋体; mso-ascii-font-family: 'Times New Roman'; mso-hansi-font-family: 'Times New Roman';">、</span><span lang="EN-US"><font face="Times New Roman">Engel, R.F., Yoo B S. Forcasting and testing in cointegrated systems. Journal of Econometrics, 1987, 35: 143-159.</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">55</font></span><span lang="EN-US" style="FONT-FAMILY: 宋体;"><br/>  </span><span lang="EN-US"><font face="Times New Roman">Sargan J T and Bhargava A. Testing residuals from least squares regression for being generated by the Gaussian random walk. Econometrics, 1983,51: 153-174</font></span></p><p class="MsoNormal" style="MARGIN: 0cm 0cm 0pt;"><span lang="EN-US"><font face="Times New Roman">56 Scbmidt P and Phillips P C B. LM test for a unit root in the presence of deterministic trends. <place 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Bulletin of Economics and Statistics. 1992,54: 257-287.</font></span></p><p></p><p></p>

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2008-4-13 03:24:00

45 Tests for Unit Roots

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2008-4-13 03:36:00

3 Unit Roots in Time Series Models: Tests and Implications

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2008-4-13 03:38:00

1 A note on trend removal methods

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2008-4-13 03:41:00

5 Trends versus Random Walks in Time Series Analysis

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2008-4-13 03:43:00

6 Efficient tests for an autoregressive unit root

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