1Altissimo, F., Corradi, V. Strong Rules for Detecting the Number of Breaks in a Time Series[J]. Journal of Econometrics, 2003, 117.
2Andrews, D.W.K. Tests for Parameter Instability and Structural Change with Unknown Change point[J]. Econometrica, 1993, 61.
3Andrews, D.W.K., Lee, I., Ploberger, W. Optimal Change Point tests for Normal Linear Regression [J]. Journal of Econometrics, 1996, 70.
4Andrews, D.W.K., Ploberger, W.. Optimal Tests when a Nuisance Parameter is Present only under the Alternative [J]. Econometrica, 1994, 62.
5Bai, J. A Note on Spurious Break[J]. Econometric Theory, 1998, 14.
6Bai, J. Estimation of a Change Point in Multiple Regression Models[J]. Review of Economic and Statistics, 1997a, 79.
7Bai, J. Estimating Multiple Breaks one at a Time[J].Econometric Theory, 1997b, (13).
8Bai, J. Least Squares Estimation of a Shift in Linear Processes [J]. Journal of Time Series Analysis, 1994,15.
9Bai, J. Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance- Covariance Matrices[J]. Annals of Economics and Finance, 2000, (1).
10Bai, J. Lumsdaine, R.L., Stock, J.H. Testing for and Dating Breaks in Multivariate Time Series [J]. Review of Economic Studies, 1998, 65.
3Li, X.M. (2005), China's economic growth : what do we learn from multiple-break unit root tests[J], Scottish Journal of Political Economy, 52, 261-281.
4Lumsdaine, R, &Papell, D. (1997), Multiple trend breaks and the unitroot hypothesis [J],The Review of Economics and Statistics, 79, 212-218.
5Nelson, C.R, & Plosser, C. (1982), Trends and random walks in macroeconomic time series:some evidence and implications [J], Journal of Monetary Economics, 10, 139-162.
6Ng, S, &Perron, P. (1995), Unit root test in ARMA models with data-dependent methods for the selection of the truncation lag [J], Journal of the American Statistical Association, 90, 268-281.
7Perron, P. (1989), The great crash, the oil price shock, and the unit root hypothesis[J],Econometrica, 57, 1361-1401.
8Schmidt, P, & Phillips, P. C. B.(1992), LM test for a unit root in the presence of deterministic trends [J], Oxford Bullentin of Economics and Statistics, 54, 257-287.
9Smyth, R,& Inder B. (2004), Is Chinese provincial real GDP per capita nonstationary? evidence from multiple trend break unit root tests [J], China Economic Review, 15, 1-24.
10Zivot, E, & Andrews, D. (1992), Further evidence on the great crash, the oil-price shock,and the unit-root hypothesis [J], Journal of Business and Economic Statistics, 10, 251-270.
