1、题目：Multiple Trend Breaks and the Unit-Root Hypothesis   作者：Robin L. Lumsdaine

期刊：the review of economics and statistics (May 1997, Vol. 79, No. 2, Pages 212-218)

2、题目：Further results on the detection of changes in persistence in linear time series

期刊：Applied Economics Letters, Volume 14, Issue 2 February 2007 , pages 145 - 150

作者：Steven Cook

3、题目：Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets

期刊：Applied Financial Economics Letters, Volume 2, Issue 1 January 2006 , pages 1 - 7

作者：Paresh Kumar Narayan ^a; Russell Smyth

4、题目：unit roots, trend breaks, and transitory dynamics:a macroeconomic perspective

期刊：Macroeconomic Dynamics (2002), 6 : 614-632

作者：Lutz Kilian ^a1 and Lee E. Ohanian

5、题目：Trends and Random Walks in Macroeconomic Time Series: A Re-examination

期刊： International Economic Review.33 (1992)：661-680

作者：Glenn D. Rudebusch

[此贴子已经被作者于2008-12-1 10:28:53编辑过]