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.
