1. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation;Andrews;Econometrica,1991
2. On the Theory of Testing for Unit Roots in Observed Times Series;Bhargava;Review of Economic Studies,1986
3. DeJong , D. N. Nankervis , J. C. Savin , N. E. Whiteman , C. H. 1989 Integration Versus Trend Stationarity in Macroeconomic Times Series Working Paper 89-99, Department of Economics, University of Iowa
4. Dickey , D. A. 1976 Estimation and Hypothesis Testing in Nonstationary Times Series Unpublished Ph.D. dissertation, Iowa State University