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Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data
Götz, Thomas B., (2013)
Topics in Dynamic Model Analysis : Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems
Faliva, Mario, (2006)
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael, (2012)
Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti, (2008)
Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti, (1999)
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti, (2001)