References
- Banerjee , A. , Lumsdaine , R. L. and Stock , J. H. 1992 . Recursive and sequential tests of the unit root and trend break hypothesis . Journal of Business and Economic Statistics , 10 : 271 – 287 .
- Christiano , L. J. 1992 . Searching for a break in GNP . Journal of Business and Economic Statistics , 10 : 237 – 250 .
- Mitchell , W. F. 1993 . Testing for unit roots and persistence in OECD unemployment . Applied Economics , 25 : 1489 – 1501 .
- OECD . 1987 . Economic Surveys , Paris, , Canada : OECD .
- OECD . 1981 . Economic Surveys , Belgium/Luxembourg : OECD . Paris
- OECD . 1980 . Economic Surveys , Paris, , New Zealand : OECD .
- OECD . 1982 . Economic Surveys , Paris, , Italy : OECD .
- Perron , P. 1989 . The great crash, the oil price shock, and the unit root hypothesis . Econometrics , 57 : 1361 – 1401 .
- Perron , P. 1990 . Testing for a unit root in a time series with a changing mean . Journal of Business and Economic Statistics , 8 : 153 – 162 .
- Perron , P. 1994 . “ Trend, unit root and structural change in macroeconomic time series ” . In Cointegration for the Applied Economist , Edited by: Bhaskara Rao , B. 113 – 146 . New York : St Martin's Press .
- Perron , P. 1997 . Further evidence on breaking trend functions in macroeconomic variables . Journal of Econometrics , 80 : 355 – 385 .
- Said , S. E. and Dickey , D. A. 1984 . Testing for unit roots in autoregressive-moving average models of unknown order . Biometrika , 71 : 599 – 607 .
- Schwert , G. W. 1989 . Tests for unit roots: a Monte Carlo investigation . Journal of Business and Economic Statistics , 7 : 147 – 159 .
- Zivot , E. and Andrews , D. W. K. 1992 . Further evidence on the great crash, the oil price shock, and the unit root hypothesis . Journal of Business and Economic Statistics , 10 : 251 – 270 .