1. 题目:LM Tests for a Unit Root in the Presence of Deterministic Trends
作者:Schmidt, Peter & Phillips, C B Peter
期刊:Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-87, August. 1992.
2题目:Some Tests for Unit Roots in Autoregressive-Integrated-Moving Average Models with Deterministic Trends
作者:Ahn, S. K.
期刊: Biometrica, Vol. 80,pp. 855-868.1993
3题目:An LM Test for a Unit Root in the Presence of a Structural Break作者:Amsler, C., and J. Lee
期刊: Econometric Theory, Vol. 11, pp. 359-368.1995