三篇文献与2个书

1.Ventosa-Santaulària, Daniel / Gómez-Zaldívar, Manuel.   Testing for a Deterministic Trend When There is Evidence of Unit Root;

2.White, Halbert / Granger, Clive W.J.     Consideration of Trends in Time Series;

3.Dong Wan Shin,Eunju Hwang.   Stationary bootstrapping for cointegrating regressions;

4.H. Peter Boswijk, Peter H. Boswijk.       Asymptotic Theory for Integrated Processes  ,Oxford University Press

5.Neuchatel August.  Notes on Asymptotic Estimation Theory for Integrated and Cointegrated Processes

Stationary bootstrapping for cointegrating regressions

Consideration of Trends in Time Series

Testing for a Deterministic Trend When There is Evidence of Unit Root

顶一个！！

太牛了！！