| 期刊論文| 1. | Ng, Serena、Perron, Pierre(2001)。Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power。Econometrica，69(6)，1519-1554。   | | 2. | Chang, Y.、Park, J.(2002)。On the Asymptotics of ADF Tests for Unit Roots。Econometric Reviews，21(4)，431-447。 | | 3. | Enders, W.、Lee, J.(2012)。The Flexible Fourier Form and Dicky-Fuller Type Unit Root Tests。Economics Letters，117(1)，196-199。 | | 4. | Firoozi, F.、Lien, D.(2016)。On the Joint Fourier-ESTAR Testing of PPP。Applied Economics Letters，23(14)，979-983。 | | 5. | Harvey, D.、Leyboume, S.、Taylor, A.(2009)。Unit Root Testing in Practice: Dealing with Uncertainty Over the Trend and Initial Condition。Econometric Theory，25(3)，637-667。 | | 6. | Xiao, Z.、Phillips, P.(1998)。An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the US Economy。Econometrics Journal，1(2)，27-43。 | | 7. | Kapetanios, George、Shin, Yongcheol、Snell, Andy(2003)。Testing for a unit root in the nonlinear STAR framework。Journal of Econometrics，112(2)，359-379。 | | 8. | Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。 | 圖書| 1. | Enders, W.(2010)。Applied Econometric Time Series。New Jersey：John Wiley & Sons。 | | 2. | Greene, W. H.(2008)。Econometric Analysis。Prentice Hall。 | | 3. | Hamilton, J. D.(1994)。Time Series Analysis。Princeton, New Jersey：Princeton University Press。 | | 4. | Theil, Henri(1971)。Principles of Econometrics。New York：John Wiley & Sons。 | |