1.<BR>题目：The spurious effect of unit roots on vector autoregressions : An analytical study<BR>出处：Journal of Econometrics, Volume 59, Issue 3, October 1993, Pages 229-255<BR>作者：Hiro Y. Toda, Peter C. B. Phillips<BR>2.&nbsp;&nbsp; <BR>题目：The spurious effects of unit roots on vector autoregressions : A Monte Carlo study<BR>出处：Journal of Econometrics, Volume 39, Issue 3, November 1988, Pages 251-266<BR>作者：Lee E. Ohanian<BR>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-8-23 14:34:49编辑过]</FONT></P>