1]O'Connell P.The Overvaluation of Purchasing Power Parity [J].Journal of International Economics,1998.
2Coakley,J.,and A.M.Fuertes,New Panel Unit Root Tests of Purchasing Power Parity. Economics Letters 57 (1): t7-22.1997.
3Dickey,D.A.,and W.A. Fuller.Distribution of the Esti- mates for Autoregressive Time Series with a Unit Root. Journal of the American Statistical Association 74(2):427-431. 1979.
4Allan W.G.,James M.N.and David G.W.,Testing for Structural Breaks in Cointegrated Relations.Journal of Econo- metrics, 1996.
5Jarg Breitung and BertrandCandelon,Purchasing Power Parity during Currency Crises:A Panel Unit Root Test under Structural Breaks.Review of World Economics, 2005.
6B.Seo.Tests for Structural Change in Cointegrated Sys- tems.Econometrics Theory, 1998.
7Abuaf,N.and Jorion,P., "Purchasing Power Parity in the Long Run, "Journal of Finance, 45, 157-174.1990.
1Banerjeer, Juan J. Dolado, John W. Galbraith et al (1994) :Co-integration, Error Correction, and The Econometric Analysis of Non-Stationary Data. Oxford University Press, 1994.
2Ben-David, D., R. L. Lumsdaine, and D. H. Papell(1995) : "The Great Wars, the Great Crash ,and the Unit Root Hypothesis", Journal of Monetary Economics,36, pp. 453--475.
3Harvey, A.C. (1989): The Econometric Analysis of Time Series. Philip Allen,1989.
4Lumsdaine, R. L., and D. H. Papell (1997): "Multiple Trend Breaks and the Unit Root Hypothesis", The Review of Economics and Statistics, 79, pp. 212--218.
5Maddala, G. S., and In-Moo Kim (1998): Unit Roots Cointegration and Structural Change. Cambridge University Press, 1998.
6Mcnown, Robert, and Thitima Puttitanun (2002) : "New Unit Root Tests of the Nelson-Plosser Data", Applied Economics Letters, 9, pp. 9-- 11.
7Nelson, Charles, and Charles Plosser (1982): "Trends and Random Walks in Macroeconomic Time Series: Some Evidences and Implication", Journal of Monetary Economics 10 (1982),pp. 130--160.
8Perron, Pierre (1989): "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis", Econometrlca 57 (Nov.1989), pp. 1361--1401.
10Zivot, E., and D. W. K. Andrews (1992): "Further Evidence on the Great Crash, the Oil-price Shock and the Unitroot Hypothesis', Journal of Business and Economic Statistics 10, pp. 251--270.
