1Chow, G. C. Tests of Equality between Sets of Coefficients in Two Lin- ear Regression[J]. Eeonometrica, 1960, 28(3).
2Andrews, D. W. K. Tests for Parameter Instability and Structure Change with Unknown Change Point[J]. Eeonometriea, 1993, 61( 4 ).
3Chu, C.-S. J. New Tests for Parameter Constancy in Stationary and Nonstationary Regression Models[C]. Working Papers 1989, University of California at San Diego.
4Hansen, B. E. Lagrange Multiplier Tests for Parameter Instability in non-linear Models[C]. Working Papers,1990.
5Arestis, P.,Mariscal, I. B. Unit Root and Structural Breaks in OECD Unemployment[J]. Economics Letter, 1999,65(1).
6Ben-David, D.,Papell, D.Some Evidence of the Continuity of the Growth Process Among the G7 Countries[J].Economic Inquiry, 2000, 38, (2).
7Christiano, L. Searching for a Break in GNP[J]. Journal of Business and Economic Statistics, 1992, (10).
8Modigliani, F., Cao, S. L. The Chinese Saving Puzzle and the Life-cy cle Hypothesis[J]. Jounal of Economic Literature, 2004, 142(1).
5Arestis, P,, and Mariscal, I. B., 1999, "Unit Root and Structural Breaks in OECD Unemployment", Economics Letter, 65, 149-156.
6Ben-David, D., Papell, D. ,2000, "Some Evidence of the Continuity of the Growth Process among the G7 Countries", Economic Inquiry,38, 320-330.
7Christiano, L., 1992, "Searching for a Break in GNP", Journal of Business and Economic Statistics, 10, 237-250.
8Dickey, D., Fuller, W., 1979, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root", Journal of the American Statiatical Association, 74, 427-431.
9Dolmas, J., Beldav, R., and Slottje, D., 1999, "The U.S. Productivity Slowdown: a Peak through the Structural Break Window",Economic Inquiry, 37, 226-241.
10Hall, A. D., 1994, "Testing for a Unit Root in Time Series with Pretest Data Based Model Selection", Journal of Business and Economic Statistics, 12, 461-470.