1[4]Geweke, J. , Meese, R. , and Dent, W.. Comparing Alternative Tests of Causality in Temporal Systems: Analytical Result and Experimental Evidence. Journal of Econometrics, 1983, 21: 161-194.
2[5]Schwert. G. W.. Effects of Model Specification on Tests for Unit Roots in Macroeconomic Data. Journal of Monetary Economics, 1987, 20:73-103.
3[6]Engle. R. F. and Granger, C. W. J.. Co- integration and Error Correction: Repr-esentation, Estimation, and Testing. Econometrica,1987, (55): 251-276.
4[7]Dickey AD, FullerWA. Likelihood ratio statistics for auto regressive time series with unit root [ J]. Econometrica, 1981, 49: 1057-1072.
5Dickey AD, Fuller WA. Likelihood ratio statistics forauto regressive etime series with unit root, Econometric a, 1981,49
