1

文献名：Local inference for locally stationary time series based on the empirical spectral measure

作者：Rainer Dahlhaus

期刊：Journal of Econometrics，Volume 151, Issue 2, August 2009, Pages 101-112
电子链接: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-4VVXT0F-1&_user=10&_coverDate=08%2F31%2F2009&_rdoc=3&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235940%232009%23998489997%231347095%23FLA%23display%23Volume)&_cdi=5940&_sort=d&_docanchor=&_ct=10&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=75d0729ae9145201aaeedd1080c4e516

2

文献名：Goodness of fit for lattice processes

作者：Javier Hidalgo

期刊：Journal of Econometrics，Volume 151, Issue 2, August 2009
电子链接: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-4VW5580-3&_user=10&_coverDate=08%2F31%2F2009&_rdoc=4&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235940%232009%23998489997%231347095%23FLA%23display%23Volume)&_cdi=5940&_sort=d&_docanchor=&_ct=10&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=33ec5a3c5a11104f03284b76b971f7d4

3

文献名：Inference on transformed stationary time series

作者：Yuzo Hosoya

期刊：Journal of Econometrics，Volume 151, Issue 2, August 2009
电子链接: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-4VVXT0F-2&_user=10&_coverDate=08%2F31%2F2009&_rdoc=5&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235940%232009%23998489997%231347095%23FLA%23display%23Volume)&_cdi=5940&_sort=d&_docanchor=&_ct=10&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=c23b7d8260378627c4beb69268ef8728

4

文献名：An automatic Portmanteau test for serial correlation

作者：J. Carlos Escanciano

期刊：Journal of Econometrics，Volume 151, Issue 2, August 2009
电子链接: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-4VW5580-4&_user=10&_coverDate=08%2F31%2F2009&_rdoc=6&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235940%232009%23998489997%231347095%23FLA%23display%23Volume)&_cdi=5940&_sort=d&_docanchor=&_ct=10&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=256a7e040e368bad4c3ecccdfa5acfb0

5

文献名：Long memory and long run variation

作者：Peter C.B. Phillips

期刊：Journal of Econometrics，Volume 151, Issue 2, August 2009
电子链接: http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VC0-4VW5580-5&_user=10&_coverDate=08%2F31%2F2009&_rdoc=7&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235940%232009%23998489997%231347095%23FLA%23display%23Volume)&_cdi=5940&_sort=d&_docanchor=&_ct=10&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=63ebfbe1b0df2c92829f1eba940f42c7