文献6篇

【作者(必填)】Jen-Je Su & Eduardo Roca
【文题(必填)】Examining the power of stochastic unit root tests without assuming independence in the error processes of the underlying time series
【年份(必填)】Applied Economics Letters ,Volume 19, Issue 4, 2012
【全文链接或数据库名称(选填)】

【作者(必填)】Leybourne, S. J., McCabe, B. P. M., and T. C. Mills
【文题(必填)】Randomized unit root processes for modelling and forecasting financial time series: theory and applications
【年份(必填)】(1996) , Journal of Forecasting 15, 253–270.
【全文链接或数据库名称(选填)】.

【作者(必填)】Leyboume, S. J., McCabe, B. P. M., and A. R. Tremayne
【文题(必填)】Can economic time series be differenced to stationarity?
【年份(必填)】 (1996) Journal of Business and Economic Statistics 14, 435–446.
【全文链接或数据库名称(选填)】. .
【作者(必填)】Wang, G.
【文题(必填)】A note on unit root tests with heavy-tailed GARCH errors
【年份(必填)】 (2006) , Statistics and Probability Letters 76, 1075–1079.
【全文链接或数据库名称(选填)】.

【作者(必填)】Wang, G. and W-L. Mao..
【文题(必填)】Unit root testing in the presence of heavy-tailed GARCH errors
【年份(必填)】  (2008) , Australian Journal of Statistics 50, 273–292
【全文链接或数据库名称(选填)】.

【作者(必填)】Distaso, W.
【文题(必填)】Testing for unit root processes in random coefficient autoregressive models
【年份(必填)】 (2008) , Journal of Econometrics 142, 581–609
【全文链接或数据库名称(选填)】. .

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第6篇 ，请见附件

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第五篇 ，请见附件

I am so sorry. I just can find the last three thesis...