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2 황선웅, "韓國 巨視經濟 時系列의 構造變化와 衝擊의 持續性에 대한 硏究" 한국경제학회 55 (55): 85-117, 2007
3 Ben-David, D., "Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks" 28 : 303-319, 2003
4 Choi, I., "Unit Root Tests for Panel Data" 20 : 249-272, 2001
5 Perron, P., "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis" 57 : 1361-1401, 1989
6 Andrews, D., "Tests for Parameter Instability and Structural Change with Unknown Change Point" 61 (61): 821-856, 1993
7 Kwiatkowski, D., "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How sure are we that Economic Time Series have a Unit Root" 57 : 159-178, 1992
8 Im, K., "Testing for Unit Roots in Heterogeneous Panels" 115 : 53-74, 2003
9 Hadri, K., "Testing for Stationarity in Heterogeneous Panel Data" 2 : 148-161, 2000
10 Howitt, Peter, "Steady Endogenous Growth with Population and R&D Inputs Growing" 107 : 715-730, 1999
1 김지욱, "동아시아 외환위기 국가들의 경제구조변화와 Catch-up분석" 한국경제학회 55 (55): 143-166, 2007
2 황선웅, "韓國 巨視經濟 時系列의 構造變化와 衝擊의 持續性에 대한 硏究" 한국경제학회 55 (55): 85-117, 2007
3 Ben-David, D., "Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks" 28 : 303-319, 2003
4 Choi, I., "Unit Root Tests for Panel Data" 20 : 249-272, 2001
5 Perron, P., "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis" 57 : 1361-1401, 1989
6 Andrews, D., "Tests for Parameter Instability and Structural Change with Unknown Change Point" 61 (61): 821-856, 1993
7 Kwiatkowski, D., "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How sure are we that Economic Time Series have a Unit Root" 57 : 159-178, 1992
8 Im, K., "Testing for Unit Roots in Heterogeneous Panels" 115 : 53-74, 2003
9 Hadri, K., "Testing for Stationarity in Heterogeneous Panel Data" 2 : 148-161, 2000
10 Howitt, Peter, "Steady Endogenous Growth with Population and R&D Inputs Growing" 107 : 715-730, 1999
11 Banerjee, A., "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence" 10 (10): 271-287, 1992
12 Basher, S., "Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to US Cities" 2008
13 Heston, A., "Penn World Table Version 6.3, Center for International Comparisons of Production, Income and Prices" The University of Pennsylvania 2009
14 Pedroni, Peter, "Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis" 20 : 597-625, 2004
15 Chang, "Nonlinear IV Unit Root Tests in Panels with Cross-Section Dependency" 110 : 535-558, 2002
16 Zivot, E., "Further Evidence on the Greate Crash, the Oil-Price Shock, and Unit-Root Hypothesis" 10 : 25-44, 1992
17 Perron, P., "Further Evidence on Breaking Trend Functions in Macroeconomic Variables" 80 : 355-385, 1997
18 Narayan, R., "Evidence of Panel Stationarity from Vhineses Provincial and Regional Income" 19 (19): 274-286, 2008
19 Ng, S., "Estimation and Inference in Nearly Unbalanced Nearly Cointegrated Systems" 79 : 53-81, 1997
20 Bai, J., "Estimating and Testing Linear Models with Multiple Structure Changes" 66 : 47-78, 1998
21 Barro, "Economic Growth" the MIT press 2004
22 김지욱, "ECONOMIC GROWTH AND TECHNOLOGY DIFFUSION IN DEVELOPING COUNTRIES" 한국경제학회 24 (24): 413-424, 2008
23 Bai, J., "Computation and Analysis of Multiple Structural Change Models" 18 : 1-22, 2003
24 Banerjee, A., "Cointegration in Panel Data with Breaks and Cross-Section Dependence" European Central Bank 2006
25 Carrion-i-Silvestre, "Breaking the Panels: An Application to the GDP Per Capita" 8 : 159-175, 2005
26 Chang, C., "Are Per Capita Carbon Dioxide Emissions Converging Among Industrial Countries? New Time Series Evidence with Structural Breaks" 13 (13): 497-515, 2008
27 Westerlund, J., "A Panel Bootstrap Cointegration Test" 97 : 185-190, 2007
28 Maddala, G., "A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test" (61) : 631-652, 1999