2Engle R F and Granger C W. Cointegration and Error-Correction Representation, Estimation and Testing. Ecomornetrica, Vol.4, P1057-P1072.
3Granger, C W J. Investigating Causal Relations by Econometric and Cross Spectral Methods. Econometrica, Vol. 37, No. 3, P424- P438.
4Granger C W J. Development in the Study of Cointegrated Economic Variables. Oxford Bulletin of Economics and Statistics, Vol. 48, P213-P228.
5Granger C W J. Some Recent Developments in A Concept of Causality, Journal of Econometrics,Vol.39, P199-P211.
6Johansen S. Statistical analysis of cointegration vectors .Journal of Economic Dynamics and Control,12, P231-P254.
7Johansen S. Likelihood-bases Inference in Cointegrated Vector Autoregressive Models.Oxford University Press, Oxford.
8Johansen S and Juselius K. Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52, P162 - P210.
9Jordan Shan and Fiona Sun. On the E.zports-led Growth Hypothesis. The Econometric Evidence from China . Applied Economics, (30), P1055-P1065.
10Kwan A C C and Cotsomitis J A. Economic Growth and the Expanding Export Sector : China1952- 1985. International Economic Journal, 5 (1), P105- Pl16.
1LI XIAOMI NG. The great leap forward,economic re — forms,and unit root hypothesis : testing for breaking trend function inChina' s GDP data. Journal of Comparative Economics, 2010.
2Smyth, R, In der. B. Is Chinese Provincial Real GDP Per cap-ital Non - stationary Evidence From Multiple Trend Break U-nit Root Tests. China Economic Review, 2009.
