<p>1、题目：Multiple Trend Breaks and the Unit-Root Hypothesis&nbsp;&nbsp; 作者：<strong>Robin L. Lumsdaine </strong></p><p>期刊：the review of economics and statistics (May 1997, Vol. 79, No. 2, Pages 212-218)</p><p>2、题目：Further results on the detection of changes in persistence in linear time series</p><p>期刊：<a title="Click to go to publication home" href="http://www.informaworld.com/smpp/title~content=t713684190~db=all" target="_top">Applied Economics Letters</a>, Volume <a title="Click to view volume" href="http://www.informaworld.com/smpp/title~content=t713684190~db=all~tab=issueslist~branches=14#v14" target="_top"></a><a title="Click to view volume" href="http://www.informaworld.com/smpp/title~content=t713684190~db=all~tab=issueslist~branches=14#v14" target="_top">14</a>, Issue <a title="Click to view issue" href="http://www.informaworld.com/smpp/title~content=g771212247~db=all" target="_top">2 </a>February 2007 , pages 145 - 150</p><p>作者：Steven Cook </p><p>3、题目：Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets </p><p>期刊：<a title="Click to go to publication home" href="http://www.informaworld.com/smpp/title~content=t713684554~db=all" target="_top">Applied Financial Economics Letters</a>, Volume <a title="Click to view volume" href="http://www.informaworld.com/smpp/title~content=t713684554~db=all~tab=issueslist~branches=2#v2" target="_top"></a><a title="Click to view volume" href="http://www.informaworld.com/smpp/title~content=t713684554~db=all~tab=issueslist~branches=2#v2" target="_top">2</a>, Issue <a title="Click to view issue" href="http://www.informaworld.com/smpp/title~content=g741569414~db=all" target="_top">1 </a>January 2006 , pages 1 - 7</p><p>作者：Paresh Kumar Narayan ^a; Russell Smyth</p><p>4、题目：unit roots, trend breaks, and transitory dynamics:a macroeconomic perspective</p><p>期刊：<a href="http://journals.cambridge.org/action/displayAbstract;jsessionid=D35293DC52FD4891DDBB8ACB4C11B3E1.tomcat1?fromPage=online&amp;aid=122525#">Macroeconomic Dynamics</a> (2002), 6 : 614-632</p><p>作者：Lutz&nbsp;Kilian&nbsp;^a1 and Lee E.&nbsp;Ohanian</p><p>5、题目：Trends and Random Walks in Macroeconomic Time Series: A Re-examination</p><p>期刊： <a href="http://ideas.repec.org/s/ier/iecrev.html">International Economic Review</a>.33 (1992)：661-680</p><p>作者：<a href="http://ideas.repec.org/e/pru10.html">Glenn D. Rudebusch </a><br/></p>

[此贴子已经被作者于2008-12-1 10:28:53编辑过]