
@MANUAL{r2009,
  title = {\proglang{R}: {A} Language and Environment for Statistical Computing},
  author = {{\proglang{R} Development Core Team}},
  organization = {\proglang{R} Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2009},
  note = {{ISBN} 3-900051-07-0},
  url = {http://R-project.org}
}

@INCOLLECTION{akaike1973,
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@ARTICLE{amarapapell2006,
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  year = {2006},
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  number = {1-2}
}

@ARTICLE{andrews1991,
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@BOOK{banerjeeetal1993,
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@INCOLLECTION{choi2006,
  author = {Choi, In},
  title = {Combination Unit Root Tests for Cross-Sectionally Correlated Panels},
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	Research},
  publisher = {Cambridge University Press},
  year = {2006},
  editor = {Corbae, Dean and Durlauf, Steven N. and Hansen, Bruce E.},
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  pages = {311--333},
  address = {Cambridge}
}

@INCOLLECTION{choi2006b,
  author = {Choi, In},
  title = {Nonstationary Panels},
  booktitle = {Econometric Theory},
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  year = {2006},
  editor = {Mills, Terence C. and Patterson, Kerry},
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  chapter = {13},
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  address = {New York}
}

@ARTICLE{choi2001,
  author = {Choi, In},
  title = {Unit Root Tests for Panel Data},
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  year = {2001},
  volume = {20},
  pages = {249--272},
  number = {2}
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@TECHREPORT{costantinilupipopp2007,
  author = {Costantini, Mauro and Lupi, Claudio and Popp, Stephan},
  title = {A Panel-{CADF} Test for Unit Roots},
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  year = {2007},
  type = {Economics and Statistics Discussion Paper},
  number = {39/07}
}

@ARTICLE{dickeyfuller1981,
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@ARTICLE{dickeyfuller1979,
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@ARTICLE{elliottjansson2003,
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@ARTICLE{elliottpesavento2006,
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@ARTICLE{ericsson1986,
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@INCOLLECTION{haldrupjansson2006,
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  publisher = {Palgrave MacMillan},
  year = {2006},
  editor = {Mills, T. C. and Patterson, K.},
  volume = {1},
  series = {Palgrave Handbook of Econometrics},
  chapter = {7},
  pages = {252--277},
  address = {Basingstoke}
}

@ARTICLE{hall1994,
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@BOOK{hamilton1994,
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  author = {Hamilton, James D.},
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@ARTICLE{hannanquinn1979,
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@ARTICLE{hansen1995,
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@MANUAL{hansen1995b,
  title = {\pkg{UR\_REG}: \proglang{GAUSS} and \proglang{MATLAB} {P}rocedures
	to Compute the Covariate Augmented Dickey-Fuller Test},
  author = {Hansen, Bruce E.},
  year = {1995},
  url = {http://www.ssc.wisc.edu/~bhansen/progs/et_95.html}
}

@BOOK{hatanaka1996,
  title = {Time-Series-Based Econometrics: Unit Roots and Cointegration},
  publisher = {Oxford University Press},
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  author = {Hatanaka, Michio},
  series = {Advanced Texts in Econometrics},
  address = {Oxford}
}

@INCOLLECTION{hendry1984,
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@BOOK{kleiberzeileis2008,
  title = {Applied Econometrics with \proglang{R}},
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  year = {2008},
  author = {Kleiber, Christian and Zeileis, Achim},
  address = {New York}
}

@ARTICLE{leetsong2009,
  author = {Lee, Cheng - Feng and Tsong, Ching - Chuan},
  title = {Covariate Selection for Testing Purchasing Power Parity},
  journal = {Applied Economics},
  year = {2009},
  note = {Forthcoming}
}

@INPROCEEDINGS{leisch2003,
  author = {Leisch, Friedrich},
  title = {Sweave and Beyond: Computations on Text Documents},
  booktitle = {Proceedings of the 3rd International Workshop on Distributed Statistical
	Computing, Vienna, Austria},
  year = {2003},
  editor = {Hornik, Kurt and Leisch, Friedrich and Zeileis, Achim},
  note = {{ISSN 1609-395X}},
  url = {http://www.ci.tuwien.ac.at/Conferences/DSC-2003/Proceedings/}
}

@INPROCEEDINGS{leisch2002,
  author = {Friedrich Leisch},
  title = {Dynamic Generation of Statistical Reports Using Literate Data Analysis},
  booktitle = {COMPSTAT 2002 -- Proceedings in Computational Statistics},
  year = {2002},
  editor = {Wolfgang H{\"a}rdle and Bernd R{\"o}nz},
  pages = {575--580},
  address = {Heidelberg},
  publisher = {Physica-Verlag}
}

@ARTICLE{lupi2009b,
  author = {Lupi, Claudio},
  title = {Unit Root CADF Testing with \proglang{R}},
  journal = {Journal of Statistical Software},
  year = {2009},
  note = {Forthcoming}
}

@ARTICLE{mackinnon1996,
  author = {MacKinnon, James G.},
  title = {Numerical Distribution Functions for Unit Root and Cointegration
	Tests},
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  year = {1996},
  volume = {11},
  pages = {601-618},
  number = {6}
}

@ARTICLE{mackinnon1994,
  author = {MacKinnon, James G.},
  title = {Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration
	Tests},
  journal = {Journal of Business and Economic Statistics},
  year = {1994},
  volume = {12},
  pages = {167-176},
  number = {2}
}

@ARTICLE{maddalawu1999,
  author = {Maddala, G. S. and Wu, Shaowen},
  title = {A Comparative Study of Unit Root Tests with Panel Data and a New
	Simple Test},
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  year = {1999},
  volume = {61},
  pages = {631--652},
  number = {Supplement 1}
}

@ARTICLE{nelsonplosser1982,
  author = {Nelson, Charles R. and Plosser, Charles R.},
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	and Implications},
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  year = {1982},
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@ARTICLE{ngperron2001,
  author = {Ng, Serena and Perron, Pierre},
  title = {Lag Length Selection and the Construction of Unit Root Tests with
	Good Size and Power},
  journal = {Econometrica},
  year = {2001},
  volume = {69},
  pages = {1519--1554},
  number = {6}
}

@ARTICLE{perronqu2007,
  author = {Perron, Pierre and Qu, Zhongjun},
  title = {A Simple Modification to Improve the Finite Sample Properties of
	{N}g and {P}erron's Unit Root Tests},
  journal = {Economics Letters},
  year = {2007},
  volume = {94},
  pages = {12--19},
  number = {1}
}

@BOOK{pfaff2008,
  title = {Analysis of Integrated and Cointegrated Time Series with \proglang{R}},
  publisher = {Springer-Verlag},
  year = {2008},
  author = {Pfaff, Bernhard},
  address = {New York},
  edition = {2nd}
}

@ARTICLE{saiddickey1984,
  author = {Said, Said E. and Dickey, David A.},
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  year = {1984},
  volume = {71},
  pages = {599--607},
  number = {3}
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@ARTICLE{schotmanvandijk1991,
  author = {Schotman, Peter C. and {Van Dijk}, Herman K.},
  title = {On Bayesian Routes to Unit Roots},
  journal = {Journal of Applied Econometrics},
  year = {1991},
  volume = {6},
  pages = {387--401},
  number = {4}
}

@ARTICLE{schwarz1978,
  author = {Schwarz, Gideon},
  title = {Estimating the Dimension of a Model},
  journal = {Annals of Statistics},
  year = {1978},
  volume = {6},
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  number = {2}
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@ARTICLE{schwert1989,
  author = {Schwert, G. William},
  title = {Tests for Unit Roots: A {M}onte {C}arlo Investigation},
  journal = {Journal of Business and Economic Statistics},
  year = {1989},
  volume = {7},
  pages = {147--159},
  number = {2}
}

@ARTICLE{simsetal1990,
  author = {Sims, Christopher A. and Stock, James H. and Watson, Mark W.},
  title = {Inference in Linear Time Series Models with Some Unit Roots},
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  year = {1990},
  volume = {58},
  pages = {113--144},
  number = {1}
}

@INCOLLECTION{stock1994,
  author = {Stock, James H.},
  title = {Unit Roots, Structural Breaks and Trends},
  booktitle = {Handbook of Econometrics},
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  year = {1994},
  editor = {Engle, Robert F. and McFadden, D. L.},
  volume = {4},
  chapter = {46},
  pages = {2739--2841},
  address = {Amsterdam}
}

@MANUAL{trapletti2009,
  title = {\pkg{tseries}: Time Series Analysis and Computational Finance},
  author = {Adrian Trapletti},
  year = {2009},
  note = {\proglang{R}~package version~0.10-19},
  url = {http://CRAN.R-project.org/package=tseries}
}

@MANUAL{wuertz2009,
  title = {\pkg{fUnitRoots}: Trends and Unit Roots},
  author = {Wuertz, Diethelm},
  year = {2009},
  note = {\proglang{R}~package version~260.75},
  url = {http://CRAN.R-project.org/package=fUnitRoots}
}

@MANUAL{zeileis2009,
  title = {\pkg{dynlm}: Dynamic Linear Regression},
  author = {Achim Zeileis},
  year = {2009},
  note = {\proglang{R}~package version~0.2-3},
  url = {http://CRAN.R-project.org/package=dynlm}
}

@ARTICLE{zeileis2006,
  author = {Zeileis, Achim},
  title = {Object-Oriented Computation of Sandwich Estimators},
  journal = {Journal of Statistical Software},
  year = {2006},
  volume = {16},
  pages = {1--16},
  number = {9}
}

@ARTICLE{zeileis2004,
  author = {Zeileis, Achim},
  title = {Econometric Computing with {HC} and {HAC} Covariance Matrix Estimators},
  journal = {Journal of Statistical Software},
  year = {2004},
  volume = {11},
  pages = {1--17},
  number = {10}
}

@ARTICLE{zellnerpalm1974,
  author = {Zellner, Arnold and Palm, Franz C.},
  title = {Time Series Analysis and Simultaneous Equation Econometric Models},
  journal = {Journal of Econometrics},
  year = {1974},
  volume = {2},
  pages = {17--54},
  number = {1}
}

