153. Chan K.H, J.C.Hayya, J.K.Ord (1977) “A Note on Trend Removal

Methods: The Case of polynomial versus vatiate differencing”,

Econometrica, 45, 737-744.

154. Cheung Y.-W., K.S.Lay (1995) “Lag Order and Critical Values of a

Modified Dickey-Fuller Test”, Oxford Bulletin of Economics and

Statistics, 57, №3, 411-419.

155. Cheung Y.-W., M.D. Chinn (1996) “Deterministic, Stochastic, and

Segmented Trends in Aggregate Output: a Cross-country Analysis”,

Oxford Economic Papers, 48, №1, 134-162.

156. Cheung Y.-W., M.D. Chinn (1997) “Further Investigation of the

Uncertain Unit Root in GDP”, Journal of Business and Economic

Statistics, 15, 68-73.

157. Christiano L.J., M. Eichenbaum (1990) “Unit Roots in Real GDP:

Do We Know, and Do We Care?”, Carnegie-Rochester Conference

Series on Public Policy, 32, 7-62.

158. Clark P.K. (1989) “Trend Reversion in Real Output and Unemployment”,

Journal of Econometrics, 40,15-32.

159. Cochrane J.H. (1998) “How Big is the Random Walk in GNP?”,

Journal of Political Economy, 96, 893-920.

160. Cogley T. (1990) “International Evidence on the Size of the Random

Walk in Output”, Journal of Political Economy, 98, 501-518.

161. Copeland L.S. (1991) “Cointegration Tests with Daily Exchange

Rate Data”, Oxford Bulletin of Economics and Statistics, 53, 185-

198.

162. Davidson R., J.G. MacKinnon (1993) Estimation and Inference in

Econometrics, Oxford University Press

163. den Haan W.J. (2000) “The Сomovement Between Output and

Prices”, Journal of Monetary Economics, 46, №1, 3-30.

164. Dickey D.A. (1976) “Estimation and Hypothesis Testing for Nonstationary

Time Series”, Ph.D. dissertation, Iowa State University.

165. Dickey D.A., S. Pantula (1987) “Determining the Order of Differencing

in Autoregressive Processes”, Journal of Business and Economic

Statistics, 15, 455-461.

166. Dickey D.A., 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.

167. Dickey D.A., W.R.Bell, R.B. Miller (1986) “Unit Roots in Time

Series Models: Tests and Implications”, American Statistican, 40, 12-26.

if gte vml