Эконометрика: Введение в регрессионный анализ временных рядов. Носко В.П. - 269 стр.

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95. Saikonnen P. (1991) “Asymptotically Efficient Estimation of Cointegrated
Regressions”,
Econometric Theory, 7, 1-21.
96.
Said E., D.A. Dickey (1984) “Testing for Unit Roots in Autoregressive Moving
Average Models of Unknown Order,”
Biometrika, 71, 599–607.
97.
Sargan J.D., Bhargava A. (1983) “Testing Residuals from Least Squares Regression
for Being Generated by the Gaussian Random Walk”,
Economertica, 51, N1 153-174
98.
Shiller R.J., Perron P. (1985) “Testing the Random Walk Hypothesis: Power versus
Frequency of Observation”,
Economic Letters, 18, 381-386.
99.
Schmidt P., Phillips P.C.B. (1992) “LM Tests for a Unit Root in the Presence of
Deterministic Trends”,
Oxford Bulletin of Economics and Statistics, 54, 257-287.
100.
Schwarz G. (1978) “Estimating the Dimension of a Model”, The Annals of Statistics,
16, 461-464.
101.
Schwert G.W. (1989) “Tests for Unit Roots: A Monte Carlo Investigation”, Journal
of Business and Economic Statistics
, 7, 147-159.
102.
Sims C.A., J.H. Stock, M.W. Watson (1990) “Inference in Linear Time Series
Models with Some Unit Roots”,
Econometrica 58, 113-144.
103.
Stock Watson (1993) “A Simple Estimator of Cointegrating Vectors in Higher Order
Integrated Systems”,
Econometrica, 61, 783-820.
104.
Taylor A.M.R. (2000) “The Finite Sample Effects of Deterministic Variables on
Conventional Methods of Lag-Selection in Unit-Root Tests”,
Oxford Bulletin of Economics
and Statistics
, 62, 293-304.
105.
West K.D. (1988) “Asymptotic Normality, When Regressors Have a Unit Root”,
Econometrica, 56, 1397-1417.
106.
White J. S. (1958) “The Limiting Distribution of the Serial Correlation Coefficient in
the Explosive Case”,
Annals of Mathematical Statistics, 29, 1188-1197.
107.
Wirjanto T. S., R.A. Amano (1996) “Nonstationary Regression Models with a
Lagged Dependent Variable”,
Commun. Statist.-Theory Meth., 25, №7, 1489-1503.
108.
Woodward G., R. Pillarisetti (1999) “Empirical Evidence on Alternative Theories
of Inflation and Unemployment: a Re-Evaluation for the Scandinavian Countries”,
Applied
Economic Letters
, 6, №1, 55-58.
109.
Zivot E., 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. 
95.           Saikonnen P. (1991) “Asymptotically Efficient Estimation of Cointegrated
    Regressions”, Econometric Theory, 7, 1-21.
96.           Said E., D.A. Dickey (1984) “Testing for Unit Roots in Autoregressive Moving
    Average Models of Unknown Order,” Biometrika, 71, 599–607.
97.           Sargan J.D., Bhargava A. (1983) “Testing Residuals from Least Squares Regression
    for Being Generated by the Gaussian Random Walk”, Economertica, 51, N1 153-174
98.           Shiller R.J., Perron P. (1985) “Testing the Random Walk Hypothesis: Power versus
    Frequency of Observation”, Economic Letters, 18, 381-386.
99.           Schmidt P., Phillips P.C.B. (1992) “LM Tests for a Unit Root in the Presence of
    Deterministic Trends”, Oxford Bulletin of Economics and Statistics, 54, 257-287.
100.          Schwarz G. (1978) “Estimating the Dimension of a Model”, The Annals of Statistics,
    16, 461-464.
101.          Schwert G.W. (1989) “Tests for Unit Roots: A Monte Carlo Investigation”, Journal
    of Business and Economic Statistics, 7, 147-159.
102.          Sims C.A., J.H. Stock, M.W. Watson (1990) “Inference in Linear Time Series
    Models with Some Unit Roots”, Econometrica 58, 113-144.
103.          Stock Watson (1993) “A Simple Estimator of Cointegrating Vectors in Higher Order
    Integrated Systems”, Econometrica, 61, 783-820.
104.          Taylor A.M.R. (2000) “The Finite Sample Effects of Deterministic Variables on
    Conventional Methods of Lag-Selection in Unit-Root Tests”, Oxford Bulletin of Economics
    and Statistics, 62, 293-304.
105.          West K.D. (1988) “Asymptotic Normality, When Regressors Have a Unit Root”,
    Econometrica, 56, 1397-1417.
106.          White J. S. (1958) “The Limiting Distribution of the Serial Correlation Coefficient in
    the Explosive Case”, Annals of Mathematical Statistics, 29, 1188-1197.
107.          Wirjanto T. S., R.A. Amano (1996) “Nonstationary Regression Models with a
    Lagged Dependent Variable”, Commun. Statist.-Theory Meth., 25, №7, 1489-1503.
108.          Woodward G., R. Pillarisetti (1999) “Empirical Evidence on Alternative Theories
    of Inflation and Unemployment: a Re-Evaluation for the Scandinavian Countries”, Applied
    Economic Letters, 6, №1, 55-58.
109.          Zivot E., 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.

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