References

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10.2307/1910133 · 1960 · External reference

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Statistical analysis of cointegration vectors

10.1016/0165-1889(88)90041-3 · 1988 · External reference

Maximum likelihood estimation and inference on cointegration — with applications to the demand for money

10.1111/j.1468-0084.1990.mp52002003.x · 1990 · External reference

Determination of cointegration rank in the presence of a linear trend

10.1111/j.1468-0084.1992.tb00008.x · 1992 · External reference

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External reference

Explaining cointegration analysis: Part 1

10.5547/issn0195-6574-ej-vol21-no1-1 · 2000 · External reference

Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models

10.2307/2938278 · 1991 · External reference

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A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics

10.1111/j.1468-0084.1992.tb00013.x · 1992 · External reference

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1998 · External reference