Andrews, D.W.K. (1991): Heteroskedasticity and Autocorrelation Covariance Matrix Estimation, Econometrica 59: 817-858.
- Andrews, D.W.K., and J.C. Monahan (1992): An Improved and Autocorrelation Consistent Covariance Matrix Estimation, Econometrica 60: 953-966.
Paper not yet in RePEc: Add citation now
Banerjee, A., R. Lumsdaine, and J.H. Stock (1992) Recursive and Sequential Tests of the Unit Root and Trend Break Hypotheses: Theory and International Evidence, Journal of Business and Economic Statistics, 10, 271-288.
Barsky, R.B. (1987) The Fisher Effect and the Forecastability and Persistence of Inflation, Journal of Monetary Economics, 19, 3-24.
Blanchard, O.J., and L. Summers (1986) Hysteresis and the European Unemployment Problem, NBER Macroeconomics Annual 1986, MIT Press, 15-90.
- Breitung, J. (1994), Some Simple Tests of the Moving Average Hypothesis, Journal of Time Series Analysis, 15, 31-359.
Paper not yet in RePEc: Add citation now
Campbell, J.Y., and P. Perron (1991) Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots, NBER Macroeconomics Annual 1991, MIT Press, 141-200.
- Dickey, D.A. and W.A. Fuller (1979) Distribution of the Estimators for Autoregressive Time Series with a Unit Root Journal of the American Statistical Association, 74, 427-431.
Paper not yet in RePEc: Add citation now
Dickey, D.A. and W.A. Fuller (1981) Likelihood Ratio Tests for Autoregressive Time Series with a Unit Root Econometrica, 49, 1057-1072.
Elliott G., T.J. Rothenberg, and J. H. Stock (1992) Efficient Tests for an Autoregressive Unit Root, NBER Technical Working Paper 130.
- Estimation Procedures, NBER Technical Paper: 195. den Haan, W., and A. Levin (1996): A Practioners Guide to Robust Matrix Estimation, Handbook of Statistics 15 Chapter 12, 291-341) and UCSD Discussion Paper 96-17.
Paper not yet in RePEc: Add citation now
F. and Y. Wu (1997) Hysteresis in Unemployment: Evidence from 48 U.S. States, Economic Inquiry, 35, 235-243.
- Fuller, W.A. (1976) Introduction to Statistical Time Series, New York: Wiley.
Paper not yet in RePEc: Add citation now
G., T.J. Rothenberg, and J.H. Stock (1996) Efficient Tests for an Autoregressive Unit Root, Econometrica, 64, 813-836.
Gordon, R.J. (1997) The Time-Varying NAIRU and its Implications for Economic Policy, Journal of Economic Perspectives, 11(1), 11-32.
Granger, C.W.J., and J. Hallman (1991) Nonlinear Transformations of Integrated Time Series Journal of Time Series Analysis, 12, 207-223.
- Hall, A. (1992) Unit Root Tests after Data Based Model Selection, Proceedings of the 1992 Summer Meetings of the American Statistical Association: Business and Economics Section.
Paper not yet in RePEc: Add citation now
Hall, A. (1994) Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection, Journal of Business and Economic Statistics, 12, 461-70.
- Hamilton, J. (1994) Time Series Analysis, New Jersey: Princeton University Press.
Paper not yet in RePEc: Add citation now
- Hatanaka, M. (1996) Time-Series-Based Econometrics, Oxford: Oxford University Press.
Paper not yet in RePEc: Add citation now
- Judge, G.G., W.E. Griffiths, R.C. Hill, H. Lutkepohl, and T.-C. Lee (1995) The Theory and Practice of Econometrics, New York: John Wiley and Sons.
Paper not yet in RePEc: Add citation now
Koop, G. and S.M. Potter (1998) Dynamic Asymmetries in U.S. Unemployment Manuscript, University of California, Los Angeles.
Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, and Y. Shin (1992) Testing the Null of Stationarity: How Sure Are We That Economic Time Series Have a Unit Root'DONE' Journal of Econometrics, 54, 159-178.
Lee, T.H., H. White, and C.W.J. Granger (1993) Testing for Neglected Nonlinearity in Time Series Models, Journal of Econometrics, 56, 269-290.
Levin, A. and C.F. Lin (1992) Unit Root Tests in Panel Data: Asymptotic and Finite Sample Properties manuscript, University of California, San Diego.
Leybourne, S.J., and B.P.M. McCabe (1994): A Consistent Test for a Unit Root, Journal of Business and Economic Statistics, 12, 157-166.
Leybourne, S.J., and B.P.M. McCabe (1999): Modified Tests with Data-Dependent Model Selection Rules, Journal of Business and Economic Statistics, 264-270.
- Lindbeck, A., and D.J. Snower (1988) The Insider-Outsider Theory of Employment and Unemployment, MIT Press.
Paper not yet in RePEc: Add citation now
McFadden (eds.) Handbook of Econometrics, Volume IV, Amsterdam: Elsevier Science. Taylor, J.B. (1979) Staggered Wage Setting in a Macro Model American Economic Review 69, 108-113.
Nelson, C.R. and C.I. Plosser (1982) Trends and Random Walks in Macro-economic Time Series: Some Evidence and Implications, Journal of Monetary Economics, 10, 139-162.
Ng, S., and P. Perron (1995) Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag, Journal of the American Statistical Association, 90, 268-81.
Peel, D.A. and A.E.H. Speight (1995) Non-linear Dependence in Unemployment, Output, and Inflation In R. Cross (ed.): The Natural Rate of Unemployment, Cambridge: Cambridge University Press.
Perron, P. (1988) Trends and Random Walks in Marcoeconomic Time Series: Further Evidence from a New Approach, Journal of Economic Dynamics and Control, 12, 297-332.
Perron, P. (1989) The Great Crash, the Oil Price Shock and the Unit Root Hypothesis, Econometrica, 57, 1361-1401.
Phillips, P.C.B. (1995) Unit Root Tests, Cowles Foundation Working Paper 1104.
Phillips, P.C.B. and P. Perron (1988) Testing for Unit Roots in a Time Series Regression, Biometrica, 75, 335-346.
- Polivka, A.E., and S.M. Miller (1995) The CPS after the Redesign: Refocussing the Economic Lens, photocopy, Bureau of Labor Statistics (March).
Paper not yet in RePEc: Add citation now
Røed, K. (1997) Hysteresis in Unemployment, Journal of Economic Surveys, 11, 389-418.
Rudebusch, G. (1992) Trends and Random Walks in Marcoeconomic Time Series: A Reexamination, International Economic Review, 33, 661-680.
Schwert, G. W. (1989) Tests for Unit Roots: A Monte Carlo Investigation, Journal of Business and Economic Statistics, 7, 147-159.
Sichel, D. (1993) Business Cycle Asymmetries: A Deeper Look Economic Inquiry, 31, 224236.
- Stock, J.H. (1994) Unit Roots, Structural Breaks, and Trends. in R.F. Engle and D.L.
Paper not yet in RePEc: Add citation now
Taylor, J.B. (1980) Aggregate Dynamics and Staggered Contracts Journal of Political Economy 88, 1-23.
- W.F. (1993) Testing for Unit Roots and Persistence in OECD Unemployment Rates Applied Econometrics, 1489-1501.
Paper not yet in RePEc: Add citation now
- White, H. (1987), Specification Testing in Dynamic Models, in T.F. Bewley (ed.) Advances in Econometrics, Fifth World Congress 1, New York: Cambridge University Press.
Paper not yet in RePEc: Add citation now
- White, H. (1992), Estimation, Inference, and Specification Analysis, New York, Cambridge University Press.
Paper not yet in RePEc: Add citation now
Xiao, Z. and P.C.B. Phillips (1997) An ADF Coefficient Test for a Unit Root in ARMA Models of Unknown Order with Empirical Applications to the U.S. Economy, manuscript, Cowles Foundation.
Zivot, E. and D.W.K. Andrews (1992) Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Journal of Business and Economic Statistics, 10, 251270.